Hi and welcome to the community.
The fullset importer is just that, it assumes you have a full romset, (hence the name). If you only have a selection of MAME roms then dont use that. Just use the normal tools/import/roms option, as long as you are using MAME as the emulator and specify that in the wizard you will get the final MAME import screen like you saw on the import you did, difference being this will only import what you actually have in your MAME roms folder.