Hmm - Every classic arcade game I can think of that I enjoyed was released on consoles. Whether or not the release was good enough, in my opinion, is debatable, but the original question specifically asked for titles that were never released in a console version.

The less common arcade games that I liked a lot might be fairly uncommon in home versions, but exist -
Star Castle, Marble Madness & Pleiades come to mind.

I definitely second the mention of the environmental Discs of Tron above. I loved that game, and spent a huge amount of time during my sophomore or junior year of high school playing that game with a friend of mine, just about every morning before class and during lunch most days. I'd forgotten aboout that game altogether.

As for Satan's Hollow, I don't recall who, but I think it was an AA regular, released a bunch of repro cartridges for the 5200. These were games that were either unreleased prototypes, or maybe conversions from 8-bit releases. Among the titles was a Satan's Hollow that plays, looks, and sounds great, but unfortunately crashes frequently. I've got it, and until it crashes it's a blast to play.