It's been a looooong time. Hopefully Da Old Man will come along and set you straight.
If not, here is what I remember which may be outdated or incorrect:
IIRC I had to modify mame.xml and then refresh the all games list in Mala.
If the game was present in another list, I had to delete it and add it back from the all games list in order for it to have the updated info.
I really hope there is another way because mame.xml has become too huge to work with in notepad.
I tried to look at it to refresh my memory of what setting to change, but it wasn't loading for me.
Looking at an old folder, it appears that I also used mlgconverter.exe (comes with the mala gamelist editor) to convert the gamelist to an ini file and then convert it back to mlg after changes were made.
That looks to be the easier route if it works.
Attached some batch files that I used to convert the gamelist named "classics". These are just examples. Path and gamelist name will need changed and the extension will need changed to .bat.
Like I said, it's been many years since I messed with this stuff.
EDIT: After you convert the gamelist to an ini file it becomes readable and there is a line for "videoOrientation=horizontal"