The only one I can think of is Turtles in Time on the SNES. Never beat any of the NES ones either.

Not sure if this is entirely accurate, as I remember having a steam account in 2006 and had Half Life and Half LIfe 2 (disc versions though, but I thought they registered with steam). But it says KOTOR in 2009, which is true as I had the disc version and remember buying the Steam version hoping it worked better with Vista/Windows 7. Just not sure if it's really the first game I got on the platform