I think it has to do with the game looking for the "key" on the cd. The goal is to keep you from spreading the game around to all your friends. This is done by requireing you to have the CD in the computer in order to start the game.
The game, is given a path to the location on the CD where the "key" is located. Since there are now several games on the DVD it dosen't know where to look. This is how I understand it from my basic understanding of C++ and other languages.
If you wanted to get down and dirty, you might be able to do it if the files are arranged correctly on the DVD. I have never tried this, but I would try getting the files on the disk in exactly the same form as they are on their respective CDs. No name changes, no hiding files. Example: The game will look for D:\autorun.exe or D:\videos\introduction.wmv if you moved it to D:\game1\videos\introduction.wmv it wont work.
Another issue, gaming CDs are sometimes hard to copy, and they have some tricky anti-copy measures, if the game is copyable and runable from a copied cd, then you should be able to copy the game to the DVD. This is the best info I can give you. Other than, surfing the rather sneaky and illegal sites on the net...