Many pre-packaged 0.72 ROM sets were distributed with custom compiles of MAME that disabled the "nag screens" (the warnings about game accuracy and the mandatory "OK" clicks). While modern purists frown upon this, casual players looking to launch straight into Metal Slug or Street Fighter II appreciate the frictionless experience.
When searching for older software like MAME 0.72 ROMs, caution is essential. Here's how to protect yourself: mame 072 roms