Nah, its not for bragging or like that. I personally find the achievements cool, its just nice. I think this has something to do with collecting and finding and doing extra challenges you didn't care much before. But not at that cost. The games itself stay DRM free to be honest, its just the achievement would not be validated at runtime. I think its more of a thing they don't know how to do it right and have no time for (and no personal interest from devs), not with the intention to DRM the games for any customer.
While I rant, I also come down to earth (like now) and have an understanding and defend them (lol multiple personalities...). Realizing ingame achievements would be even more complicated and you would play a game that is not the same anymore. And the experience and integration into the system UI wouldn't be the same too. So I do not think that Romhacks is the correct answer. They either find a way to do it like Steam does, or they give us a way to download achievement sets and use it offline without any account in our favorite emulators (off course the emulators would need to be adapted to the "new" system too). It's just unfortunate, because I really really liked achievements. That's why it's bitter.
As for any games with ingame achievements, I would love to have such a list. Good idea, need to start collect it now. :-)