The Linux-as-a-tinkerer's-only OS idea gets trotted out more often than is fair. Yes, I'm going to customize it, but probably no more so than I would a Windows install, and compiling my own MAME build was much easier on Linux, as well as the installation of other emulators being a breeze with apt-get. The switch to Linux has been pretty smooth. So far this Asteroids Deluxe issue is the only oddball thing I'd blame on Linux, and even then, I'd bet in the history of MAME, there's been instances of certain releases having issues in Windows which weren't present in Linux.
I've discovered that if I make the background artwork unavailable to MAME, then AD runs at full speed. This is the only game I have artwork for, so I don't know if including artwork kills the speed on every game.