Whats wrong with a having a set directory, that RetroArch-Phoenix or RGUI starts in. since you are using windows. Why not have something like C:\ROMS and in that folder have NES SNES GB GBC GBA GEN GG PCE PSX and so on in which you put the roms for those systems in.
You use a Megadrive rom as an example. Genplus-GX handles Genesis/Megadrive, GameGear, Master System, and Sega CD. Gambatte does gameboy and gameboy color. Mednafen PCE does TurboGrafx 16 and TurboGrafx 16 CD. I’m sure there is probably other libretro cores that handle multiple systems too.
I’m not sure about you or others but I like to keep my roms separated by system. It just seems much much easier to me to set a single directory, then when you load a core and go to select a rom. you can just click or scroll to the system you want and select a rom from that. Very simple and straight forward. Much less messy than trying to set a directory for every core that you want.
Although if maister or squarepusher would add it, that would be cool i guess for all the people asking for it. It just makes no sense at all to me and seems complicated.