You MAME'd a cab and it only has one game? If that was your intention, a real PCB is what you want. Authentic boot up, authentic power down, authentic interface.
I've never heard of a version of MAME that natively supported power off features, but there may be something out there. Regardless if there is, you'll likely miss the authentic look you are shooting for when you see the machine boot into windows, DOS, Linux, or MAC prior to going into MAME and shutdown as well.
Good luck to ya, it'd be nice to see if possible.
-Goz