Nintendo does have a digital game marketplace, and it's stuffed with quite good games. However, even if a game has previously been published on Nintendo hardware, that does not automatically give Nintendo the rights to release it again on their virtual console. Those deals all need to be renegotiated, which is never going to happen (or may be downright impossible) for more obscure games.
There are plenty of first-party Nintendo virtual titles, though, and most likely plenty of people (like me!) who now refuse to buy them because they have to be bought over and over and over again for any new hardware.
"Digital" is an interesting distinction here. Nintendo has a service that lets you play old Nintendo games... but only on other new(er) Nintendo consoles: a physical product you must first buy from them. Basically, if you want their service, you need a $300 hardware dongle.
And even then, the (licenses for) the old games that you're buying from Nintendo's service are actually licenses to the particular port that runs on whatever the console generation you buy them on. If you buy the Wii Virtual Console port of Mario 64, that doesn't entitle you to download+run the Wii U Virtual Console port of Mario 64. You either accumulate an ever-expanding pile of hardware dongles that will themselves break one day, or you keep buying and re-buying ports of your favourite old games for each new console generation, never knowing whether they'll actually bother to port any given game to any given console, whether they did it for a previous generation or not.
This doesn't quite match the meaning of "convenient" in the sense that Steam is convenient: with Steam, when you buy a game, you're buying a license to play that game on anything—if the game starts out only on Windows, but then is ported to run on Mac and Linux, you don't have to pay again. You just own "the game", and are granted the ability to download+run whatever ports of it exist on Steam.
It's too bad they never covered distribution in their original game licensing (that allowed publishers to get the Nintendo official seal on the packaging). I wonder if consoles/companies of today are correcting that to account for future distribution models.
