The mame romset is curently and always in work in progress. Sometimes goddumps or baddumps are replaced with good ones or simply deleted. Don't be surprised that's your romset evolves.

The way clrmamepro behave is normal. if you check missing when scanning, if you have missing files on your small romset, it will show you !

To do what you want, you must :
-> load your profile.
-> go to scanner.
-> in the scan result windows, click on set information button.
-> make sure you have unticked 'logical not', 'include parent', 'include clones'.
-> click on the available sets button.
-> close the set information window to return to scanner.
-> launch your scan.

You should only scan the sets you have doind this.

This have already been quicly discussed here and Roman said it's a better way to scan all the profile sets...
But you do what you want