You are overlooking the amount of time/money it would take for your average consumer to become a retro enthusiast. Most of those people you are describing would probably just prefer a simple solution via emulation/downloading to get their nostalgia fix.
Then you make a console that allows you to also download encrypted game roms.
The point being is that the market is there. I think it is far larger that folks in game publishing are thinking it is. Anytime someone makes a retro game or console of merit, it sells out QUICKLY. This HDMI NES will be gone within a month or two. It's affordable, it connects to modern tvs, and people already have an established library ready to go.
Newer Neo Geo games that have been released in small batches have been swooped up by enthusiast and collector alike. You can't even get games like Crossed Swords 2, XYX or Gunlord for less than $1000 USD.
Super Nintendo games go for hundreds of dollars. Turbo Grafx and Genesis games are quickly climbing to the same price point.
It's ridiculous that no major publisher has tapped the market. The folks who programmed those games back in the day are probably programming directors or development team leaders now. Put together software that allows your C code to be compiled for assembly, and you're off to the races.