Maybe to create demand for a new round of micro consoles? (I know I'd grab a Dreamcast Mini).
Otherwise - yeah, not seeing the benefit of pulling them from the digital storefronts. I've appreciated how Sega sold their library on multiple platforms, so hopefully this is just a temporary thing (maybe a new compilation pack).
I've got the 'Megadrive and Genesis Classics Collection' (or whatever it's called) and the cool thing about that is they include the individual ROMs with the purchase. I was able to run those ROMs using EmulationStation's built-in emulator instead of the one Sega bundles with the games. Which wasn't terrible, just the interface was very clunky (had a weird 'virtual room' interface).