The layout does pull those backglass images from the "marquee" location (basically treating pinball backglass the same as a video game marquee). Typically you'd have a definition for marquee in your cfg file, but I think AttractMode will also look for a folder by that name if the definition isn't there. For example, my pinball cfg file has this line:
artwork marquee $PROGDIR/menu-art/pinball/backglass