That's because it's the list of mame2003mini roms which is what that guide is for. But regular mame3000 it's compatible with. So get mame2003hmod to play it. You can see it in this list. https://archive.org/download/MAME2003_Reference_Set_MAME0.78_ROMs_CHDs_Samples/roms/
Alright I downloaded the "bubbles.zip" from that list followed the guide to run mame2003 roms then synced everything to my nes mini. All I get is a black screen and then it reverts back to the main menu.