The image shows the game selection menu screen running on the handheld, however the third game of the collection, Metal Gear Solid: Peace Walker, is missing.
EGM’s TAKE: There’s an obvious explanation for the missing Peace Walker — this is the Japanese version of the game which didn’t include the third game and instead featured a download code for the first Metal Gear Solid from the PlayStation Store. You can expect the European and U.S. versions to include the game, but even if they don’t who really cares? Nobody brought the collection for a HD version of Peace Walker. We would rather have had the Metal Gear Solid download code.