Well, it's not really so. You can use UI, UIFX, etc. I do.
Wuh? You can use mameui for mala?
Sure, but you don't use the UI part of mameUI. (MameUI is normal mame plus a UI.) If you want, you can go to the command line, cd to the mameUI folder, type
mameui gamename, much like you can with official mame.
But... since you aren't using the UI part, why mameUI at all. (Besides you already have it so you don't want to download the normal version too, or you don't feel like you know how to change mame's settings outside of mameUI's UI.)