I've learnt about this thanks to Sonic Retro (which is one of the most reliable wiki for Sonic despite some issues).
It's quite nice to see two major mainline games + a nice spinoff + a retro compilation on PC.
If we ignore 2006 and Unleashed (and SA2) we got the biggest compilation possible.
There was even this special edition with a mouse and a pad:
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Come to think about it, why we never got Sonic Adventure 2 physically on PC until the Steam Release (based on the HD version on PS360) while Heroes and SADX got one (well, technically they were made around the same year and was a Gamecube port of the game instead of the original Dreamcast version).
Shadow The Hedgehog was the first mainline Sonic game to not get a PC port (which started with Sonic & Knuckles Collection in '97) and because of the poor sales of 2006 they've basically shut down any PC port up until Generations.
In the same vein we never got the DS port of Unleashed because Dimps (the team behind handheld Sonic games) was busy with the Wii and PS2 version of the game
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Sonic Colours DS was also the first handheld game to be based on a home console release since Sonic 2 on the Gamegear (despite that it was based on the Master System version which isn't like the Genesis one).