ReGBA doesn't have an UI for selecting ROMs, it expects the ROM pathname in the command line, and since none is provided, it exits after running the BIOS. GMenu2x on (Open)Dingux provides the facility for selecting ROMs and passing the pathname to the emulator in the command line, for that to work you must set the "Selector Directory" setting on the ReGBA shortcut properties to the folder where your ROMs are.