I hope they bring Dreamcast back. Modding the old dreamcast is a hassle. Also, hopefully there would be an easy way to load all the games on the mini version.
There's the more powerful hardware needed, which will push the price up, along with the more complex controllers, which basically won't be any cheaper to make now than they were at launch.
Then there's storage. If people are expecting 30-60 games, and all of those games are a gig each, you're probably going to need a 64GB micro SD card, which is another increase to the BoM bill. The PS Classic probably avoided putting too many multi-disc games and analogue sticks for this reason, but you can't ignore this in the 6th gen.
The big killer is going to be licensing costs though. 5th gen and earlier games generate basically no revenue. Even the more popular ones only sell for $5-$10 when they're rereleased, and most don't sell at all. By the 6th gen though, the basic level of graphical fidelity is high enough that "HD Remasters" are now a thing that you can sell for $30 each, or maybe $60 as a trilogy and can be produced for very little upfront investment. This makes convincing rightsholders to license inclusion of a game for probably $1 per unit a hard sell, as for most of them, that's severely undercutting themselves with the same target audience.
The roadblock is that vintage games are not available for purchase in present time for present systems.
Nintendo doesn't loose any money if download and emulate a ROM of a game they stopped selling 30 years ago.
Sure the Neo Geo AES was technically the same as the Neo Geo MVS but they weren’t sold in my region.
What? The DreamCast is one of the easiest systems to mod, assuming you mean replacing the optical drive with an ODE. You don't need to solder anything.
Besides, the mini would just be an emulator anyway.