Not quite a perfect comparison - digital download material of this era (Dreamcast onwards, I'd say) is generally a lot easier to obtain - and thus will probably be less collectible - than Satellaview, Sega Channel, XBand or Megamodem/Meganet stuff (or even Famicom Modem stuff, which was not even used for any actual gaming), because in the current era these services are the norm, rather than unique, quirky ideas.

Also, part of what makes Satellaview material collectible is that very little of it has ever been rereleased - or even acknowledged - by Nintendo since the service died out. I will assume that the Xbox 360's successor would be spat upon by the fanbase if all the Xbox Live Arcade downloads were rendered useless, and thus Microsoft would be certain to bring back it's old content - same goes for PSN.

I think the real test to see whether a modern-era "Digital" download would be collectible years from now is to see what happens to, say, Doc Louis's Punch-Out!! when the Wii gets a "collecting" scene.