As laughable as it sounds, the Sega 32X. I was a Genesis kid and one birthday my parents bought me Star Wars Arcade not understanding that it required the 32X to play. I kept telling them that the game wouldn’t work without it (even showing them that it wouldn’t fit in the regular Genesis slot) and they kept insisting that I must be doing something wrong or that I could just cut the corners off the cartridge to make it fit. So I wanted the 32X to play Star Wars, as well as this strange Knuckles game I kept hearing about (which I know is Knuckles’ Chaotix). Never ended up getting one. Got an N64 soon after, much better decision.
The only times I allow it myself are in this case (zero legal availability) and for unofficial/fan translations of games not available in your home region/language. Nobody would be getting your money anyway, no theft of compensation/profits there. If any games do become available, though, then we should support them. The more we put our money where our mouth is for a return to market for these games, the more incentive there is for companies to bring more of them back.