That statement is a bit lost on me. How can no option exist to play all the games. 

http://www.mamedev.org/about.htmlSent using Board Express
EDIT: To elaborate, MAME is not a gaming platform, it is an emulator.
It emulates arcade hardware which takes much more processing power than it would if the game were able to run directly on your computer. Your processor must not only emulate the processor (or processors) in the original hardware, but also any video card present on the original hardware. The work isn't offloaded to your video card because that wouldn't accurately reproduce exactly how the original hardware functioned.
MAMEDev doesn't care if the game runs slow on currently available hardware, as long as the emulation is done correctly so as to represent how the original hardware functioned. This actually worked out pretty well when processors were doubling in speed every year. Instead of applying a bunch of hacks to make the game play faster, they did it right to begin with and processors always caught up.
Now that era is coming to an end due to limitations of materials used to make processors.
Also, the emulation is incomplete for many games......and there are a TON of fruit machine, slot machine, pinball, etc roms where the original machines had moving mechanical parts that aren't represented in MAME.
For newer games, you can use other emulators that utilize your video card and focus on playability.
(Model 2 Emulator, Supermodel, Demul)