Please try this. It just links from /home/pi/retropie/roms to your USB drive /media/usb/roms
https://retropie.org.uk/forum/topic/2582/can-my-usb-device-have-data-on-it-already/5
Please create ROMS folder on USB, fill your ROMS according to your systems.
PSX games are located to /media/usb/roms/psx and so on....
PS: The systems are not deleted. On your first attempt you seem to miss the correct configuration and so RetroPie can not find any ROMs and so no EMU-system is displayed. There is really nothing "deleted".