That being said, I have no problem with the band setting aside some of the songs that they've written and recorded for something other than an album, whether it be for bonus tracks, B-sides, compilations, soundtracks, etc. It might be a bit of a pain to collect, but as a collector, I do enjoy hunting them down like a hidden treasure that has to be found.
You may like the "hunt", but for me, it has always proved to have been a major annoyance and a waste of money. I was really into Nightwish back towards the end of the Tarja era, and I bought a whole bunch of singles just for the extra tracks that didn't make the albums (even though they totally could have fit; and did on the European special editions). Spending 7 dollars a pop on obscure singles that maybe had one new song each that I couldn't get any other way... it's really not worth it.
And sure, now I could just get each extra track from Amazon or iTunes for a buck each, but then I don't have them on the physical CD that I just bought, and it's an annoyance if I want to listen to those songs
with the record. I'd rather just have them on the album proper, with the rest of the songs.
The only reason Dream Theater did not release
Image and Words or
Falling Into Infinity as double albums was because of the lack of control they had over their careers at the time. If the record company had been willing to give them
carte blanche back then, as they did after
SFAM, I'm sure we would have seen an 11 track 80+ minute
I&W, and a 16 track 2+ hours
FII. And frankly, that's the way it should have been.