Some Steam games when started open a window, giving you two or more options, these options are usually: start the game or start the video settings launcher. Here's an example:

So in the case of KOF 98 UM and KOF 2002 UM the options would be: start the game or start the gallery.
I got the idea for this suggestion when I saw this guide on Steam, which contains a lot of HD artwork from the game:
https://steamcommunity.com/sharedfiles/ ... 2240681519
So this simple launcher would be included in the game files but it wouldn't interfere anything with the games, it would be a standalone launcher just to display game artworks and videos.
Edit 1: The players don't need to unlock the artworks and videos, they would all be available to be seen in the launcher even if the played haven't played the game yet.
Edit 2: The KOF 2002 UM videos are available in the game's directory (kof2002um/data/movie/) in .wmv format, so the launcher could access these videos easily because they are not encrypted.
