NES games are pretty easy to tear apart, and emulator tools are pretty good. I use fceuxdsp, running in Wine because I'm too lazy to build it natively. The 6502 was too slow to do any complex compression, and there was really no need to encrypt an NES ROM. Later consoles, of course, get more complex, but the NES is a good place to start.
I don't think that the lack of compression is a matter of speed. After all, C64 games did it all the time. The reason is more likely that it is convenient to store graphics and code plainly in the ROM since it can then be mapped direcly. The NES didn't have enough RAM.
