Okay did a little looking in MAME and it looks like LB creates a reference to gtfore06.zip during the import but it doesn't actually create the empty text file any longer as I don't have that file in my MAME location that LB points to. Its the same for 04 05 and 06 which are all CHD. All three launch fine for me through LB.
here is a image of how LB set up 04 with the full set importer.