I have now tried the same scenario, using the same romset and everything, but on a fresh Recalbox installation, and the Mame2015 roms worked fine.

So it seems like for some reason, my Mame2015 core got corrupted or something on my original installation.

I'm currently comparing the differences between my previous install and my fresh install but I haven't been able to spot anything that is Mame2015 related in the deltas.