Some of those protections were neutralized. The Incredible Machines is a good example: it still ask you a silly question like "which symbols can be found on page x in the manual" but whatever you choose the access to the game is granted. I don't remember how it is for other games...

Later on; maybe when you leave the first town?

Ultima 6 and 7 requires it, afaik.

In MM6, it required to know the location of the eye, afaik.

Master Of Orion 1 has you look up ships from the manual as copy protection. Haven't played my GOG copy, so I don't know if it's still used.

EDIT: Did some Googling, found this list.

This may be suibjective, or wishful thinking, but I have a feelling that in some cases the separate manauls are of a higher quality. Phew, not sure if I overstated my certainty there a bit.

I also have a feeling that for things like compilations the exttra will include the indivdidual manuals for each game whilst the installer puts in the "combined manual".