Settlers are fun games, but I do wish they had Heritage of Kings at 50% off alone.

Well, a game that does NOT run on a current OS is worth absolutely zero to many of us, so the comparison with the free magazine versions isn't apples to apples. Many of us have no idea how to go about modifying an old game so it will play under XP or later, and even if we do have that know-how, isn't the time that would be required worth more than $10?

For some it IS worth $10. Your opinion isn't the group opinion.
For me, it comes down to value. If it's a game I don't want, I don't want it regardless of price. If it's a game I'll spend 20+ hours playing, that's an absolute steal at $10.

Modern Warfare 2 is available for a reasonable price? Does Bobby know about this?

While i too find 9.99 for any of the settlers games a bit too much, i don't think i can say MW2 or DOA are "reasonably" priced (how much are they? around 60€ right? and then there's DLC too).
EDIT: yeah, Delixe was quicker than me

60€? You should import your games instead, I paid 32€ for MW2 and something around 30 for DOA.
That is also one reason why I fear Online Distribution. Via retail you can find several dozen alternatives. Here you have 3 or 4 options which all are strictly regulated.