Very cool, I wonder why the service was never updated to work with saturn. No hdd would be my guess. with no hdd games have to be absurdly small to fit in ram.
I will note that as I was reading the saturn specs(I am unfamiliar with the system) I found that there are save cartridges and a saturn modem. Everything needed hardware wise. It looks like they made a internet(dialup) based version for saturn.
And final thoughts: It would be neat to see what sort of back end services they were using if those were in the recovered backup tapes. probably quite a bit more sensitive than releasing roms so may not happen.