Yes, collecting Gundam can be a frustrating quest. Since Bandai tanked, all of their series are up in the air as far as western releases go, so the original releases have jumped to crazy heights in the after-market. I snatched up copies of MSG and Zeta as soon as I heard about what was happening. I still haven't bothered to pick up Seed, Destiny, or Wing yet. Just never got around to it.
To add to the frustration, there are a few Gundam series that have NEVER had western releases. By and large those unreleased seasons and series are some of the weaker entries. But for fans of Gundam it is galling all the same.