I'll be lucky if anyone ever sees this post, but I figured it's worth a shot.
Being a big fan of id Software, but having never played the Commander Keen series before (believe me, I'm as disappointed as you), I was delighted to see the complete series of games on Steam for a mere $5 US...
...Or, at least, seemingly complete. I did some research and found that all is not as it seems. In reality, only the first five episodes are included; Keen Dreams and Keen VI: Aliens Ate My Babysitter are missing from the package, and they are not sold separately through the Steam service.
"Also, I just really can't think of any good ideas." -Koji Igarashi, Producer of the Castlevania series