Probably you are already aware of it, but there is a mistake when checking the kof2003 romset in mame 103u2.
This games uses some of the roms of the neogeo bios, but is not dependant from it, because it is a JAMMA pcb instead of a neogeo cart. For this reason, in the source the game is not a romof of neogeo. Cmpro actually says that this set has "NOT SEPARATED BIOS FILE ROM", but it is not correct, you should have cmpro to check the romof before giving this mistake (for this same reason, cmpro does not rebuilds proprely the game romset)