The online setup wizard guide is what I was referring to when I said it was a bit dated, but the similarities are still prevalent throughout, just not exact.
The "only existing ROMS" function isn't necessary in GameEx AE, as instead AE verifies the roms in your path. So in other words it doesn't go looking for anything that you haven't pointed it to in the paths section.
Also, due to this it wasn't available in earlier releases either, that is an original GameEx option.
There is no video on your above post showcasing the problem, but I think I understand what you're describing. Regardless of that I have no idea where it could be pulling game titles in from items you don't have in the roms folder. I've never seen this behavior. What your describing sounds as if the database is coming into play here or possibly a map file, and you don't need those.
It is normal for it to auto complete items such as your emu-movies login and GameEx Onine login information., but that's it in my experience.
This rompath, is this accurate?
ROMPath=C:\Emulation\Emulators\MAME\roms;C:\Emulation\ROMs\MAME\Roms
Try making a copy of your roms in a very generic path that is completely unrelated to anything you've done before. Once done, go back into setup wizard and change the path to it and try again.
If it doesn't work:
Run "verify setup" at the end of the setup wizard and look for obvious path errors related to MAME.