The Capcom I/O was never intended to run the full GD setup as explained on the main website (under hardware). The Capcom I/O takes the 12v and 5v from the jamma and then converts one of them into 3v which is meant to power the Naomi for use with carts (if by itself). If the GD setup is used, a small, dedicated psu is usually used.
I mentioned the separate as a reference because some dedicated cabs with them. For example, in the Initial D diagrams you will see that there are extra psu's in addition to the main psu.
We're all trying not to get made redundant at the minute. They wouldn't even let me buy a couple of video connectors for on of our pieces of x-ray kit for ?2.50, because of no funds.