I will not tell you that the nagging screen on 2003+ is boring, I am not alone.
I will also not tell you that button X and A are inverted, I think you know.
What you want to know, what games have problems in 2003+.
As example for "SPACE GUN" (Taito) the mirror shader is not working anymore, game not playable.
As example for "STEEL GUNNER" game cursor is not moving with the joystick cursor. You just shoot
hole in the middle of the screen. Same thing for "STEEL GUNNER 2" so both not playable.
Now, I have not the time to test all mame games on compatibility.
The same way as F2 and TAB are not working anymore in 2003+, means cheats also not and for result
no possibility anymore for endless ammunition and so on.
Perhaps all this is possible, but I just want to play from time to time this games, not spend my time
on the emulator.
The list is for sure longer, but I think there are little Mame user on this site.