I think the error is actually being raised from pinup for dmdext to spit out, but why it needs a rom name for FX3 i don't know, maybe something has changed in later versions of pup/dmdext since the Aliens pack was posted?.
The only other thing i can suggest is to try adding -g ALIENS to the launch parameters to see if that helps (it shouldn't as it should be used to tell dmdext the gamename for FP not FX3), and make sure you're on the latest versions of dmdext & pinup.
If you still have issues then i guess it's time to raise a bug on github https://github.com/freezy/dmd-extensions/issues and hope freezy has a clue.