While I think it's still an unfriendly move on Sega's part, they're presumably delisting these specific titles in advance of releasing new products/packages for them.

That's what happened a couple years ago – they removed Sonics 1-3 (+ Knuckles) from Steam as individual titles, then released Sonic Origins, which included all of those plus Sonic CD.

The SEGA Classics games came out 14 years ago, so they probably want to release these titles again with an updated emulator and market it as a new collection. This seems especially likely to me, since they're delisting the existing Classics Collection title on consoles.