imame4all appears to not write out save games or any data after it is run rendering games that save user statistics broken.
The MAME core is not dumping a cfg file or nvram file for games. Each time the game is launched, you get the legal disclaimer which is only supposed to show when there is no cfg file and you’ll see that the nvram is always reset.
Presumably this is also the reason why settings in the MAME “tab” menu are not saved between sessions with this core.