Now I can’t replicate the issue anymore.
I can’t tell what I’ve done. I downloaded different sets to test the scanning and cores. Now there’s a mess in my pc 
The current status is that I have a set labeled as “headered” that seems to be fine, I can run the content through Run content directly and I can scan it and gets added to the playlist automatically. I even run a Scan Directory and many of the games were added (I don’t know how many; unfortunately Retroarch is still primitive in it’s playlist features, and does not tell you how many items arre in a playlist).
All those games can be played both with Nestopia and Mesen and I’m presented the choice when selecting them (I did not set a default core for the playlist).
The “unheadered” set i have gets not scanned, and when clicking Run Content on them I’m only prompted for a MAME core. I guess that’s because inside the zips the files have a “bin” extension.
So, in the end, everything seem normal now, but I have no idea why.
P.S. i found out how tto show the CRC SHA and other useful info in the Database Browser. You have to put Show Advanced Settings to ON in Settings -> User Interface. In my opinion this is misleading.
First, because that data is not under “Settings” but “Information”,so it’s not clear at all where you have to go to enable the extended info. Second, because it’s read only, so you can’t mess with it anyway. Third, because the Database Browser is an advanced feature that most users won’t know or won’t care, so I see no use to keep part of it hidden.