You're using some filter on the nes and not on mame for one thing. The Vs. system uses custom ppu chips to set the palette. They used it as protection so if an operator tried to just burn the roms it would give bad colors or worse. I don't know what is causing the differences in your pics other than the filter. The ppu could have set a different palette than the nes set or mame could be using the wrong ppu (they were sometimes swappable between games in the arcade where they would work well enough that you couldn't tell they were wrong, and then got sold second hand that way*) or your nes emulator could be using the wrong one. The RGB seems pretty bold on your mame snap there though.
*I think it was this guy who figured that out but I don't feel like digging through his site