If you're into "set" collecting, the TurboGrafx-16 is still far cheaper and easier to put together than other popular console libraries. Magical Chase can be pricey on its own, but likely costs less than the 100 most expensive SNES games combined.
The smaller size of the TG set should make it easier, but it seems like there are far more people trying to complete a TG set (probably because it "looks easy" at only 150 titles) and therefore lots of demand and very little supply for those top titles like MC, DH, Beyond Shadowgate, Tonma, and the three boobie games.
In fairness, that probably applies to other consoles too. I wouldn't know because I don't collect fullsets, I collect to play.
The nice thing about TG/PCE collecting is that it's easier to find "complete" (case, manual, card) versions of games. I imagine very few people threw the case away when they got home, like you might do with the cardboard box your SNES game came in.