The €9.99 appears to be the sweet spot that Nokia were experimenting with on previous "game of the month" special offers. Presumably these games will be available on the Next Gen for a similar price.
The games in the Game Shop are so far restricted to first party N-Gage titles, although curiously System Rush isn't available despite being a Nokia-published game. Hopefully we'll see that and some third party titles making an appearance soon. Presumably there are rights issues making it difficult to sell third party games as downloads.