To test this, I've done a fresh install of MaLa using the default standard layout. The only things I changed in the config were to specify where my MAME installation is, and use fullscreen start image instead of a window. I don't use any other emulators.
When I rapidly tap the start button a few times to launch a game (a habit some people seem to have when using my cab), the game launches OK but I hear a windows sound. On exiting the game, I get the error messages below, in the order shown.
This only seems to happen when I have a fullscreen start image specified. Seems to be OK when set to windowed.
There's an error message listed near the end of the attached log file but it doesn't give me any clue as to what's causing it.