It feels like you have to get them all? why?
Part of the desire is the collectability. To be able to get a rare, prized Pokémon. In the original games, part of this was centered around there being two editions of a game, with some of them only in the other, with the desire to make trading a social activity. That said, it certainly didn't stop people from buying two Gameboys, two copies of Pokemon, and collecting them all on their own.
Some folks just have a compulsion to have everything.
But if you know for a fact that there's some you can never get (had to be on the moon in 2005 to get it), then the pressure is off.