Not an official answer but a note to be made is that there's also Xbox games which can't be downloaded, I suppose it's just to show that they might possibly be added later? I'm not sure though. They're just there and probably won't be added too in the next few months.
"NintenDON'T sue me please haha"
So I checked and saw that there was a Sega CD section in The Vault, which isn't publicly available unless you type it in your search engine. On the page, all the files I checked have no download links available. I assume that's just because you're still working on uploading the ROMs and if so how long do you think it'll be? I read that Vimm's still working on the Playstation 2 at the moment (a console which has over 3.8k games) so I assume it'll be another year or so. Just curious!