Katzapult: Well, I don´t know much about the license issue but I think people would still buy them. A lot of SNK fans who use emulators want to be able to do it legally and for a reasonable price. Neogeo-gaming is expensive. The hardware is realy old and often not in a good shape. (My old machine is broken at the moment, too. One day, the sound became a noisy mess...)
Except emulators are not legal, at least if you ask console makers and console game devs. Basically if they sold roms that could only be ran on third party emulators, they'd acknowledging that they are legal. On the other hand selling them bumbled with their own homebrew emulators they're saying that those are the only legal method of running their roms and no one else but they are legally allowed to emulate consoles they've made (ie. the technology and software that was used to make the consoles are theirs and theirs alone. Whether they still use them or not does not matter. They own them forever.). Add to this that rights and licencing issues are way more complicated than on PC and you get a mess no one in their right mind wants to get involved in.
From average customer point of view this would require too much work (average customer wants everything to work straight out of the box without any fiddling or installing third party applications). It's download and play or refund.
From GOG's standpoint it would be a support nightmare as they'd have to test roms on all kinds of emulators to ensure they worked on them and provide support for all of them. They'd have to explain in detail to people who barely know how to start a computer (console generation ftw!) how to install and setup emulators and how to run roms in them and then troubleshoot any million problems that may occur in dozens different emulators and their derivatives. This is basically why GOG bundles DOS games with DOSBox and only provides support for their own installations. You can in most cases extract the game files and try to run them with something else but don't ask GOG for means to do so or support in case anything bad happens.