Sure, I can do and let you know.
At the Moment I cannot do it, because my girlfriend is watching TV ;-)

I have only the SSH Access to test at the Moment and now I know my mistake when you ask in this way…
I navigated to the mame4all-pi Directory and then entered only “mame <game Name>”.

Now, if I enter the complete path, “/home/pi/RetroPie/emulators/mame4all-pi/mame <game Name>” I get no error in the console.
But as already said, I cannot test it directly, just entered it in the SSH Access and get no error. Tested again in the wrong way, and yes, get the error again.

Sorry for that misunderstanding, I’m a Windows guy ;-)

So I will test in aprox. 1 hour and will let you know what happen.
Thanks for your help!