You can't compare the hard drive to things like a SegaCD, 32X, or the N64 Ram pack...
Those changed the processing capabilities of the systems dramatically...
if anything it would be more comparable to something like the the PS1's dual shock controller, or the XBL Headset
Both of those added extra function to games that are not capable without them... both of those devices were ADD-ON components not available at launch and were very well accepted by the gaming population.
Also the games that make use of those can also function perfectly well without the features they add... there are also a hand full of games that REQUIRE them to be present to play at all.
On the Same token add-ons like the SegaCD and 32X have no grey area with games... there are no games that can work on a Genesis and get extra features if you have a 32X. It's a completely different console.
Not to mention most of the items you mentioned failed because of poor marketing and managment... the PS2 hard drive was only supported by Sony for 8 months and never hit a single holiday season... even in that short time there were 10 games that supported it. Similarly the 32X was launched less than a year before the Sega Saturn launch. Of corse no one wanted it, they were waiting for the Saturn. If MS released an Xbox upgrade right now would you buy it? probably not, you'd hold out for the 360.
Another reason they failed was because they were released VERY late in the consoles life. History shows us that the earlier an add-on is introduced the higher % of the market will embrace it. The HDD is present from the begiing...
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Lets make a list of all the know features that come along with a hard drive....
Downloadable content.
-Like any company is going to fore-go money making DLC because a few people don't have a hard drive to put it on
Custom Sountracts from the hard drive.
-Required by MS anyway so it doesn't really matter now does it?
Caching, allowing for shorter or no loading times.
-Most devs have said that it's incredibly easy to implement, and if they're lazy enough not to then we have some loading time.. does it effect the mechanics of the game at all? no... so what difference does it make?
If you can think of others let me know, I'd be happy to add them to this list.
In the end have we really lost anything if we never had it in the first place... it doesn't even put us at a disadvantage to other consoles considering none of them have a hard drive either.