1) Yes I can run other roms
2) Yes MAMEUI tells me the roms I'm missing. Earlier I said that the actual roms it says I'm missing are in the file. They are there (increasing the strangeness of this)
3) I just read the MAME Wiki about needing a BIOS for some games! This actually led me to kinda solve this problem....
I saw BIOS files on my office PC, so I said screw it. EVERYTHING is going on a USB stick and being copied to my MAME cab. Any file matches and I would decline copying so I knew only the new files copied.
Nothing copied.
I ran Star Wars, same issue. I decided since I'm here I'll cut/paste my office PC rom yet again. Still nothing.
Then I thought, "This is nuts. I even have Star Wars in my frontend favorites. Why would I put that there if it never worked??" So I fired up mGalaxy and ran the game.
IT WORKED!
Makes NO sense. mGalaxy uses the same roms, uses the same MAMEUI that I was running manually. The office has the same MAMEUI and roms....you know what, I'm done caring about why this happens because some how, some way, it works through the frontend

If anyone has tips on analog settings, let me know. I found some online that are good, but if I can get the cursor to center or be smoother overall, I'll give it a shot.
Right now I'm running both X/Y Axis Speed settings at a value of 50, and both Sensitivity settings at a value of 80.
Now if someone can just invent a Yoke that can snap onto the U360's shaft to make it feel proper.

Thanks to everyone that took time to try and help me with this. I appreciate it.