First of all, please don't link to ROM websites here. See the forum rules: https://forum.mamedev.org/viewtopic.php?f=14&t=71
Second of all, you really are missing something. It's the internal sound data ROM for the Yamaha YM2413 chip used by the game. This previously was not required but the new Yamaha emulation externalized some of the data that used to be contained embedded in MAME's sourcecode (due to copyright concerns). Sometimes for this and many other reasons, ROM sets change: https://docs.mamedev.org/usingmame/aboutromsets.html
In this case, it's known as a "device ROM" as the YM2413 chip was used in many different games - rather than add a single file to every game ROM set that needs it (which you still can do anyways if you really want), we allow this file to be separate in a file called "ym2413.zip". So that is what you need to acquire. Unfortunately we cannot help you to do that.