It's OK, but MESS support lynx headerless roms if extension is '.lyx'. (If you rename a no-intro rom from '.lnx' to '.lyx' works fine).
You can see the code here
I'm the one who wrote that code, so I'm fully aware of what MAME loading routine supports.
Well, you said: "lynx headerless rom *CANNOT* be loaded"
so you did not seem "fully aware" to me...
the correct fix is to change extension to the files, or to explain no-intro guys that their creating unsupportable sets by removing the header with no advice to the users.
But lynx softlist does the same thing!
It creates a set that you can not use via fullpath. Even roms from arcade can be used in that way ('sdlmame /whichever_path/shinobi.zip' works)
I just said that it is inconsistent to say "headerless roms are useless for lynx" and to do the same thing with softwarelist entries.