Exactly, STM32 has not yet been implemented in mame to handle audio, music data and samples (stored on the external ROM which is dumped).
Retroarch, Fbneo, Bizhawk and others, get around the problem by converting tracks to mp3 but this is certainly not a faithful reproduction of the ROM which has its own specific tracker for audio samples & bgm.
If you look at the file in the hash folder megadriv.xml you'll see that both ROMs are marked as baddump (yet).