At first : check your romset with ClrMamePro and check the roms you’re talking about have the “working” status in your MAME .dat file. Because many romsets you can download over the Web are improper/damaged/incomplete for MAME 0.139 core.
Then you’ll be able to report a bug to the LibRetro developer’s team. Batocera’s forum is probably not the best place to open a bug tracker about LibRetro libraries.
Otherwise you can play Nintendo’s Play Choice games with the newest MAME 0.220 core.
It works properly well for my part.