Old Shame: Nintendo has made every effort to erase these games from the official Zelda history (which angered some people who like Zelda CD-I). It's gotten to the point where a magazine preview for Spirit Tracks claimed that that game was the first time you could play as Zelda, which angered people who like Zelda CD-I. In fact, she's the player character in two of these.
Yes and no. That magazine, Nintendo Power, has acknowledged the existence of the CD-i games occasionally, usually to mock it which is an insult to fans of Zelda CD-I.
What Could Have Been: In one cutscene in Wand of Gamelon, Zelda is seen wearing the same outfit she wore in the Legend Of Zelda cartoon. It's highly likely that, at one time, the game was meant to tie into the cartoon.