FYGI most people hardly get their roms from reliable sources anymore.
There's like only two places remaining on the interwebs that dispense clean complete up-to-date romsets, AFAIK, maybe one or two more that I don't know. *shrug*
And so, the often older sets they find 'elsewhere' sometimes might miss something, either a proper game rom, or the whole BIOS and/or 'devices' roms that are essential to run many of the games.
MAME tells what binary file is missing, not the name of the zipped rom that file is expected to be found in, and it can be any of the three types.
(ps: that's why I like to stay up to date with the roms and builds, so I don't have to search for little bits and parts, nor read old whatnew/mameinfo to find what change nuked my setup)