I can relate to this feeling but it hadn't occurred to me before. Tracking down the few remaining games I'm interested in is less exciting mainly because there are fewer places one can find games. When I got back into the TurboGrafx in '97, the internet was a chaotic and wholly place and most games could still be found at random brick and mortar shops in "the wild." Even in 2005, there were still sealed copies of Bonk 3 and Dynastic Hero lurking in obscure corners of the internet and there were enough undiscovered online vendors that comparing prices on Order of the Griffon was not only possible, but a good way to save some money. Now, there are very few good deals to be found and my search for a handful of games has degenerated into checking the "newly listed" items on ebay once a week.
The thing that has definitely changed for me is that I do less quality gaming as my collection gets larger. Part of it is because I find it harder to justify staring at a TV now that I'm thirty, but I think the creepy thing about collecting is that it makes gaming more work. I beat the most games back when I had just one or two systems sitting on the living room carpet with controllers permanently attached. Playing a video game meant turning on two power switches and putting in a cartridge. Now I have eight systems and a stereo connected to my TV: NES, SNES, N64, SMSII, Genesis, Turbo Duo, TG16 (so I don't wear out the card port on my Duo), and SuperGrafx (so I don't wear out my Mirai adapter). Preparing to play a game goes something like this: "OK, Turbo Duo, let's see...TV input set to line #2 - check. Stereo receiver on TV3 [analog] - check. Madcatz System Selector set to #4 - yep. OK now which one of my three Tennokoe bank cards do I have Loom saved on? Oh shoot...I'll need my hucard converter to use the Tennokoe Bank before I can play the game." Not to mention the fact that picking out one of 250+ games takes some time, as does wading through a drawer full of controllers.
Another big hidden cost of collecting is the fact the more stuff = more maintenance. Because of our hobby I've learned how to solder (not necessarily a bad thing), bought several specialty screw bits, two replacement lenses, wire, capacitors, electronics cleaner, and spent countless hours learning how to keep my two Duos, three TurboExpresses, and TG16-CD running. Fun as it is, I'd rather not worry about broken systems, faulty Turbotaps, and junk controllers. It's no wonder that playing the combat simulator on N64 Perfect Dark for 30 minutes a week is the extent of my gaming these days.