FWIW, Galage give me an OK screen as well for "video emulation not 100%"
I've never seen this myself, but my only other guess is perhaps the game is being forced into a res it's not meant to be in?? I'm not sure that would bring up a MAME warning menu though. In fact, I bet it doesn't but its the only other thing I can think of.
Or you just never realized the screen was there before?