ok here we go:
remember that there are 2 official ways to store sets in MAME.
For decompressed sets you keep them in: rompath\setname\file 1 ... file n (this is similar for the normal chd storing mode, too)
for compressed sets you keep them in : rompath\setname.zip (or .7z) where the archive holds file 1...n for this set
clrmamepro supports both during a scan.
So rompaths can hold folders but they are meant to be for either chd containers or decompressed sets. That's also the reason why you should not have rompaths in rompaths....the scanner will find a folder within the rompath, tries to match its content against the database and will most likely fail and mark it as unneeded...
In the example, cmpro found a "neogeo" folder (which is a valid set name in MAME, it's the neogeo bios set) inside a setup rompath...and shows the warning....
The test is really old....decades.....I guess it's limited to only test for bios set names....I might need to review this old bastard ;-)