Short answer: They don't all need updating. Many of the most popular games go on for years without needing any updates, and usually if you already have settled on specific games and revisions thereof, you won't need to update.
Longer answer: Every MAME update changes things, which includes adding, removing, and changing the definition of ROMs. Due especially to the nature of arcade games, there aren't convenient de facto wrapper formats (like, say, .nes or .sfc files), and MAME just defines each independent ROM as their own files, with MAME's own idea of what the names should be and accompanying sha1 hashes. If MAME developers/contributors have discovered that a game revision previously dumped was incorrect (as is the case in TFA), it might be replaced with a known good dump. In that case, you are expected to redump the game from your arcade board, this time the right way (or well, pirate the game, which most MAME users do...).
It may seem annoying, but it's the nature of game preservation. It'll never be in a perfected and finished state.
It would be nice for MAME the "multiple arcade machine emulator" to be MAMAME the "multiple arcade machine and MAME emulator" , so that it could play ROMs built for older versions of MAME. PlayStation can emulate its older versions.
Longer answer: Every MAME update changes things, which includes adding, removing, and changing the definition of ROMs. Due especially to the nature of arcade games, there aren't convenient de facto wrapper formats (like, say, .nes or .sfc files), and MAME just defines each independent ROM as their own files, with MAME's own idea of what the names should be and accompanying sha1 hashes. If MAME developers/contributors have discovered that a game revision previously dumped was incorrect (as is the case in TFA), it might be replaced with a known good dump. In that case, you are expected to redump the game from your arcade board, this time the right way (or well, pirate the game, which most MAME users do...).
It may seem annoying, but it's the nature of game preservation. It'll never be in a perfected and finished state.