Sounds to me like a folder permissions thing. If you go into the RetroPie Setup Script you should find a ‘reset ownership of roms’ (something like that). Run that and it should fix the permissions to your rom directories.

Its easy to mess up directory permissions in Linux, especially if copying files from a Windows machine. If the RetroPie script mentioned above does not work then you may need to do it manually via the command line but try the above first and see how you get on.