Have you tried holding the pedals down before clicking to map them in MAME and then letting them up when it's time to map them?
It's been a long time, but I seem to remember going through this process or immediately having to remap the pedal again to get the + or - designation.
(map it and it shows the axis, immediately click to remap it again and the second time it would show the + or - .....IIRC, which I might not)
You can't set them up globally. Every game in MAME has its quirks and needs set up individually.
Remember to calibrate them in the service menu of the game if the option is there.
Also keep in mind that you have the option in MAME to invert the axis. Some games require this, others don't.