Not at all, games can regress in new versions, they may make improvements to the emulation, but that may temporarily break previously working games. Also the region you specify during the import can also effect how many games are imported. I choose the "World" region in the wizard and i have 2852 games imported.
Also you dont need to remove games when updating MAME, just run the import wizard again pointing to your new romset, thats all that is needed.