The JAMMA standard requires +5v on all four pins on the JAMMA connector. For most boards this doesn't matter as the +5s are all connected together on the PCB connector itself, but on some boards (notably so far System 18 games such as Moonwalker and Alien Storm), the +5s are not all connected together. This means all the +5 wires need to be connected at the loom itself for the games to work.
The Egret 2 designers decided to ignore this standard. While there are four +5v wires coming from the power supply, only three of these go to the JAMMA loom, on pins 3,4 and C. Pin D does have a wire at the connector, but this actually goes up into the control panel area for games that have special controls such as spinners that need +5v. In effect, they are trying to use the JAMMA connector as a +5v passthrough, assuming all the +5v pins are linked at the PCB. In case you're wondering, the fourth +5v wire at the power supply end, actually goes to the coin counter.
What this means in practise, is that if you connect a game to an Egret 2, only 3 of four +5v pins are connected and sharing the current load, which is non standard and could (although only over a very long period of time) eventually lead to burning pins out on the game board. It should be stressed that this is highly unlikely on modern games which hardly draw any current compared to older ones. On games such as Moonwalker, it will also mean that the input section (which is separately powered from the +5v on pin D) will be dead, and if you happen to have flashy controls that need +5v, they won't work/light up/whatever.
There are a couple of solutions to this. You could modify the game board and use a wire jumper to hardwire pin D to 3,4 and C. Personally I don't think that's the right solution though. Another solution would be to pull the wire off the coin counter and route it to the panel, which will then in turn feed pin D. Again, that doesn't seem like a great solution.
The best compromise would be to link pin D at the loom to one of 2,3 or C. This can be achieved easily and cleanly by anyone with a pair of pliers, using a Scotch Lock.
Here's a picture of the Egret 2 JAMMA connector, upside down. The two highlighted pins are C and D, D being the 4th to the right. This is the wire which doesn't carry +5v.

Here's a picture of a Scotch Lock. These are really easy to get from any electrical place, car accessory shops and so on. I've seen at least two different sizes by the way, make sure you get the type as pictured, and not the ones that crimp as you close the clip - they're not as good and some block off the second wire hole on one side.

All you need to do, is fit one of those across the C/D wires, I'd suggest half an inch to an inch away from the JAMMA connector will be the best place as the wires are nearly straight at that point. Just slide those two wires into the connector, push the blade down, and close the clip. There's a video on youtube of how to use Scotch Locks for people who really are helpless beyond reason.
Done!
As a side note: from the picture it's clear that some of the ground pins are also not connected - I've seen games before that needed all the grounds too, but sadly I can't remember which ones they were. System 16 games also confirmed to be affected by this depending on the type of JAMMA adapter you use.