Monitor doesn't need DC power, it takes AC only.
DC supplies game PCB, coin mech, maybe audio, but not the monitor.
Although there are some vague and loose industry standards, JAMMA connectors can be wired every which way. Esp. with a non-standard game like SF2 where you will have stuff like kick harnesses to deal with as well. Leaving the DC PSU on and connected means you are mixing up your arcade power with your PC power, potentially creating issues.