im gonna guess since it's the first run of the game that it can't read it's NVRAM (thats non-volatile ram) it keeps settings values such as high scores and coinage options, kinda like flash memory except it needs steady voltage to keep it's data.
so since it's the first run it can't read them and has a error, it then needs to create default values.
same thing would happen to a real machine if it's battery died, not unlike a computers bios/clock settings.
if you've never had a computer with it's battery die just wait.. they only last about 5 years.. especially if it's been sitting unpluged.
some arcade boards out there had suicide batteries, the encryption tables was held in NVRAM, when the battery died the encryption key's was lost.. and the board was dead unless either the encryption tables was reloaded or a non encrypted set of roms was installed...
interesting stuff, google "dead battery society"