Vector man, Ristar and Comix Zone are all megadrive games, making them very easy to emulate with minimal effort. The saturn is notoriously difficult to emulate and not worth the effort by Sega to add as an extra, simple as that.
EDIT: Don't get me wrong, I would love to see it on there, but I really can't see it happening.
Also Burning Rangers is a sonic team game, but it sucks hard so lets forget about that.