@Azurden I believe you are confusing various uses of the word 'set' and incorrectly equating them. You need ROMs that match your emulator's needs. The easiest way to deal with this is to get yourself a complete collection (a rom set) of MAME 0.78 roms. Individual games are comprised of rom sets as well. Different versions of a game will have different roms comprising them. Missile Command set 1 and set 2 are two different hardware versions of Missile Command.
Get yourself a full collection mame 0.78, copy the games you want over to the roms/arcade folder on your pi, and then use lr-mame2003 as your emulator on the Pi.
Please do not post a support request without first reading and following the advice in https://retropie.org.uk/forum/topic/3/read-this-first