Hudson Soft under Konami would release a collection of their best shooters on the PSP. It would be great to play Gates of Thunder and Lords of Thunder on the PSP. I have those games already, but it hard to tell friends about how good those games are without bringing them over to my place. It would introduce these games to a new audience.
Konami already did it if you didn't notice. Twin Bee Portable, Gradius Portable and Parodius Portable. Three compilations containing every game of the respective series.
But those don't have the Thunder games.