Feelies: Atlus released a soundtrack CD with the DS compilation of the first two games and XSEED Games released soundtrack CDs and various other items (such as a cloth map of part of the series's world) with the premium editions of SEVEN and The Oath in Felghana and the initial release of I & II Chronicles.
Screwed by the Lawyers: XSEED Games localizer Thomas Lipschultz once commented that adding the music from console ports/Video Game Remakes of older Ys games to the PlayStation Portable versions would have been nice, but impossible due to legal reasons (particularly defunct developers/publishers for some versions) and practical ones (securing the license for the music).
Sequel Gap: A couple of them throughout the series.