If a game is unacceptably priced in the secondary market and the rights holder has no means to pay them for a version of the copyrighted work I don't see emulation as a bad thing.
If I want to play Little Samson on NES, Taito or SquareEnix does not have any possible way of giving them money to do so.
Paying $800 for a copy to some reseller helps the original copyright holder as much as downloading a rom does.
I say go for it.
Now downloading Super Mario Bros 3 instead of going to the virtual console, that would be the wrong thing to do. Nintendo has gone out of its way to make many titles available legally for purchase and you should therefore purchase them.