The only logical features for their ecosystem and for them to continue to make money would have been connected to the Internet. This way you can buy digital games and download them like their last two systems.
Then why does the Atari Flashback 6 exist?
As you already pointed out about their last two systems, they already have all that. Also, Virtual Console exists on the 3DS, so that's three Internet-connected platforms.
How is that difficult? If you want to go retro go all in..
Obviously it's not "so difficult" since they've already done that. This is tangental. If anything, they are going to want to sell a mini-NES 2, mini-NES 3, etc, just like the Atari Flashback series. Having a fixed set of games makes sense in that context.
I almost expect a mini-Famicom and mini NES-101 and such too. The mini-Fami for the US market can have games that were never released here, like Super Mario Bros 2 (J)/For Super Players/The Lost Levels, Earthbound Beginnings, Devil World, Mr. Gimmick, etc. They can make one for collectors who can't afford the particularly expensive titles like Mega Man, Mega Man 5, Contra Force, DuckTales 2, etc. Unicorns like Stadium Events, Nintendo World Championships, and similar would probably never happen for other reasons (Power Pad game that's the same as World Class Track Meet, Tetris license required, etc). Some of those expensive Taito games like Power Blade II, Little Samson, etc but anything with an additional license (Flintstones Dinosaur Peak, Jetsons Cogswell's Caper) likely wouldn't. Bucky O'Hare, Batman, New Ghostbusters II (currently EU/JP only), etc have the same problem.