They're the same anyway, so it shouldn't matter.

I often tend to download the Japanese version instead of USA.

The movie desynchs with the (U) version, so they are not exactly the same. There might be no other difference than the intro timing, but I don't know for sure. (To me it seemed that the Japanese version has faster intro. Just a guess based on how the movie desynched.) Maybe the version shouldn't matter that much, but ignoring the versions can cause problems in the future, when comparing movies to each other. Even minor graphical differences have caused interesting discussion here. I would recommend editing the file to pass the (U) intro, just for fun and testing. Playback with different versions can sometimes result in surprising findings about the game.

Use the (U) version of a ROM unless there is a good reason not to (as an example a shortcut/trick which only works in a different version, or superior music), or the version does not exist. If you decide to start to a run using a version other than (U), make a post on the forum detailing why — this is to prevent future complications. It is generally safe to use (JU) (generic NTSC) or (JUE)/(W) (worldwide, autoadjusting) versions, as this usually means no separate (U) version has ever been released.

English is the lingua franca of this community, so it's polite to submit movies using the English versions of the games, when possible. Now, I'd add a caveat to the above -- if language is basically irrelevant (e.g. in a game like Gradius), then I don't see why a Japanese ROM couldn't be used. I haven't watched this movie, though, so I couldn't say one way or another.

English is the lingua franca of this community, so it's polite to submit movies using the English versions of the games, when possible. Now, I'd add a caveat to the above -- if language is basically irrelevant (e.g. in a game like Gradius), then I don't see why a Japanese ROM couldn't be used. I haven't watched this movie, though, so I couldn't say one way or another.

Everything is still in English, even on the Japanese ROM. But since it seems to be necessary, I'll try to get around to fix it for the (U) ROM. I had a few attempts, but the randomness is screwed.

The reason for the (U) preference on the site isn't because of the language, it's to provide a hierarchy for which ROMs should be preferred over others, to hopefully avoid arguments and pissing fights such as those brought up by Bionic Commando.