I reached out to losernator and he was kind enough to provide an explanation and a quick fix:
"Piemarquee2 gets the rom name from the list of running processes, and game-specific options should affect that.
It seems that mk.zip.cfg was recognized as a rom file
quick fix : rename marquee "mk.png" into "mk.zip.png"
I created a duplicate mk.png and mk.zip.png to take care of the menu and in-game and all is good now!