@bosco As has been said by others, third party images are not supported here.
However, I would say the reason is that N64 is running on standalone mupen64plus and not the lr- libretro / RetroArch core.
Standalone mupen64plus does not support bezels / overlays.

Edited to add: This is the problem with using someone else's set-up. You have no idea how it was set up or how it is configured and when you run into issues you have no idea why or even where to start to fix the problem (Or non-problem in this case).