I saw a recent video where david haywood explains the number of cores of a cpu doesn't matter for mame at all. It's the speed of a single core that matters since all is done by one single core in mame.
I'm not an expert but I can tell I noticed this on my Mac.
I now have a MacBook Pro M1 Max while in the past I had a desktop Mac. The current MacBook has 10 cores and when running mame you can look at the cpu workload and ... Only 1 core (sometimes a 2nd) is used while all the time 9 cores do nothing at all.
I don't know about windows but Mac OS allocates a process intelligent across cores. You'll have to search if you can allocate mame to the core you want. But i think it will not matter much since cpu cores are mostly clones of each other.