The names of the zip files are what they are, they are named by the Mame dev team and they have to be named that way.
Picking and choosing what you want from a split set can get very time consuming because of how the files are "split" up, hence the name. Non Merged is a much larger initial download but every zip file is one self contained working game which includes any bios or parent rom required for the rom. With a split set you will not only pull out a rom file, you will have to pull out any bios required and any other parent rom if you want to have a specific regional "clone" file.