Personally this concept never ever crossed my mind until I started watching people on YouTube talking about it or showing their collections.
Not my cup of tea, quite frankly. For once, I like to buy games that I know I will play; I can't marry to the notion of buying a game simply to, essentially, keep as shelf candy (with specific exceptions, of course). The other reason is space - it's quite the luxury and I can't waste any of it. However, if I were to toy with the idea of ever achieving a complete collection, it would probably be for the Game Boy handhelds, and cartridge only. But in all honesty, not in the cards for me.
I will admit that it looks rad when someone showcases a complete collection, especially one that's been well-kept.