Yes that is exactly what it does we now have startup/shutdown screens when starting exiting games, the Loading/Game Over screens you are seeing. So it could be a configuration issue with your specific MAME setup that is causing focus issues, turning those screens off in both Launchbox and Bigbox should fix your issue. However i will add that it is likely a settings issue on your system as many people use these screens with MAME just fine, myself included.