The main problem in not directly doing it in cmpro is that MAME uses 1 set per game while progetto Marquees dats and files are using 1 set for all game pngs. So you can't simply export a missing list in one and load it in the other profile to disable the sets (and there would be an option to mark disabled sets as unneeded)....
So you can only use the exported set list for some batch deleting
1) Load the MAME profile, do a full scan/fix orgy until you're happy with the scan result
2) right click any entry in the scan results tree, in the context menu select "Export Set List->To File->" and now either "all set issues" or "completely missing sets only". For completeness you might want to check the menu entry "Export format" which should point to "sets". In any way, let cmpro create the file for you.
3) now you need to do some texteditor magic on the listfile...you can for example add a delete statement and full path to each line + png extension like "del e:\temp\marquees\005.png", save the file as .bat/.cmd and run it
Another idea:
1) Load the MAME profile, go to the scanner, hit "have list.." to save a file which holds a list of your existing sets
2) After its creation, open it with a texteditor, remove the header lines (first 2 lines)
3) add a dummy header before the setlist
<?xml version="1.0" encoding="UTF-8"?>
<datafile>
<machine name="marquees">
4) add a dummy footer after the setlist
</machine>
</datafile>
5) add the following to each line of the set list before the setname <rom name="
6) add the following to each line of the set list after the setname .png" status="nodump"/>
So you have something like:
<?xml version="1.0" encoding="UTF-8"?>
<datafile>
<machine name="marquees">
<rom name="005.png" status="nodump"/>
<rom ....
<rom ...
....
</machine>
</datafile>
Now you got a dummy datfile which can be loaded as a new profile, rompath should point to your marquees rompath and when you run a scan with fix-unneeded you will get rid of anything in the rompath which is not part of the dat (i.e. your existing sets).