Agreed.
The "armed" part of "reARMed" refers to the "arm" processor, which is what phones and the pi use. That core/emulator uses hacks to make it run well on phones. So the same hacks are still in it on PC also.
If it works in Retroarch but not from Launchbox then you still have something setup wrong that we havent identified yet. Like you are pointing to the mednafen core in Launchbox but using the mednafen_hw core when in Retroarch?
These are not actually "workarounds" Just the way it should usually be done. You have a strange format that i havent seen before is all.
Did you copy the .bin out of the zip and link to that?
Sounds like it would be a lot easier to just use MAME rather than Retroarch. Using Retroarch MAME core for non arcade games is a total pain in the arse.
In your first image you dont have megadrive, you have genesis, thats why it doesnt show in the launch with. As for your other questions, i cant help there im afraid as i have never used those emulators.
Why are you using a commandline for that game? As long as you added Playstation as a associated platform for Retroarch in Tools/manage emulators/retoarch and specified the correct core you dont need a commandline for individual games. Also that command is wrong anyway so wont work, remove it.
You will need these three files, ones USA, one is Europe and one is Japan.
As for importing go to the parent folder and type *.pbp into windows explorer search bar and click one then CTRL A to highlite them all and drag and drop onto Launchbox.