That's weird. The device sets files should appear just below the game set (left panel). See attached pic. Note: the "Device" column in the ROMs list (right panel) is something new that I added earlier today.
I see you're in Windows 10. Are you using a high DPI scale to make the desktop have bigger texts and stuff ? Maybe that's causing it. I noticed on your "Arcade Misc Filters" pics that the checkboxes are cut at the left side. I've never seen such painting bug with Win10.