It makes sense. It's not like we are just a random sampling of people. Building an arcade cabinet requires a combination of carpentry, understanding of electrical properties and wiring, computer hardware and computer software configuration skills, among others. It takes someone who's pretty talented or at least confident in their ability to quickly learn new skills to even start, let alone complete such a project.
The people who frequent these message boards are not simply people who would like to own a MAME cab; they are (for the most part) people who have built or are building one. That's a pretty significant leap, and it's probably one that is often tied closely to a person's I.Q.
I imagine a similar above average phenomenon would exist in many other settings such as message boards populated by doctors, lawyers, professors, grad students, etc.