I mean should they count towards a "complete" collection?
Services like Satellaview or the Sega Channel offered games that weren't ever available in a cart. Some of them were really good too! Even today with the PSN and Live Arcade, there are hundreds of downloadable games, and some are removed, or made unavailable for purchase- mainly the actual arcade games offered when the xbox first launched, titles like Tapper and TMNT arcade.
So since there are tons of full-fledged games that you can't actually "have," what do you do? I suppose there's always ROMs and flashcarts, but has anyone ever come up with a better solution? And should they count towards owning a full set? Along those same lines, do you have to have protos of unreleased games to have a collection considered "complete?"