Can you check the log file for any game the quits and doesn't go back to the menu? Or let me know which game does that.
Also, it's not all perfect I'd have to admit. There are a few operational bugs still - so it's not rock solid.
I find that after playing a few different games, sometimes the A380 starts playing up a bit.
The best solution is to exit MAME4ALL all together and/or restart the A380.