My collection is mostly based on what I want to have and keep, regardless of monetary value. I don’t own any $1k+ games, but if I did the only guilt I would feel is the paranoia that I own an asset and would need to insure it properly. Collecting just to collect IMO comes with the risk of devaluing the personal attachment to items and making it all about the money. I could understand where maybe guilt comes into play for some on that level. If it brings you joy, you should keep it guilt free.