Doesn't matter that we have been to the finals as much as we have. The reality is only diehard Devils fans would buy it and there aren't enough of us to justify making a boxed set. All those teams are much richer in history with the exceptions of Edmonton and Pitt but Gretzky alone sells the Edmonton set and Mario and Sid sell the Pens set.
I am more shocked the Wings, Canadians, and Leafs don't have boxed sets if those are indeed the list of teams that do have boxed sets.