One reason that the arcade roms can be downloaded is that they mostly use MAME roms and HBMame BUT they use roms from a couple of different MAME sets.
Which makes it a pain to track down/download all of them one at the time.
On top of that MAME is distributed in three different kind of sets that will make them three different sizes -c ... mame-roms/ for more info on that.
And using the wrong rom for a game can cause some bugs/weird behavior so the update all IS a real good help there.
For consoles/computers the help is much less since most if not all of them already have rompacks out there.