I know is a minor thing, is it normal though? My cpu seems to struggle on these menus and if there's is a solution to this nitpicking problem i have like rendering the images in a lower res or something.

Yes it is normal. Those slowdowns were present in the original hardware. Why some people says that they are not present in MAME?? Because they overclock the emulated MVS, sometimes up to 200%.

If you go for example to any original Metal Slug 1 or 2 Arcade Machine running an original Neo Geo MVS, you are going to see a lot of slowdowns.

Metal Slug 2 had very, very bad slowdown when it was originally released for the Neo Geo.

SNK then released a remix of that game for the Neo Geo, known as Metal Slug X, which addressed the slowdown issues, and remixed the levels from Metal Slug 2.

So, to answer your question, yes the slowdown is normal in Metal Slug 2.