You can add shortcuts to your gamelist that will start with an empty file, thus disabling the auto-loading. Some emulators already have a similar shortcut (+Start Amiberry, +Start Fuse), you can replicate the setup for others.
If you prefer working from the desktop, then you can leave RetroPie alone and just install the emulators manually on a Raspbian + Desktop image.
@agtrigormortis Yeah, I have that problem with several games I'd like to have. The 1992 X-Men beat 'em up is a prime example. Apparently I missed the boat for it being on XBox and Google Play. It's too bad companies don't do more collections and ports for those who can't afford to be arcade collector enthusiasts and don't want to be pirates. But on the bright side there are a lot of options for many of the best arcade games in the collections that do exist.