Tried browsing through all the classics A-Z and tried using the search. For example, I tried to find Gaia Seed. Typed it in and the furthest I got was "GAI." Wouldn't let me type in gaia and all the results were for Ninja Gaiden.
I know Rockman 1-4 are still up there (5 was always missing, despite being up on the Japanese PSN), and I know they've added a couple others as of recent. So I can only assume most of them are still there.
But yes, it is a bit of a pain to navigate through if you don't know the exact title you're looking for. Hopefully none of them got removed, though it wouldn't shock me if some did, given what they did to the PC Engine/Turbo Grafx-16 section.