There's no such thing as AES exclusive, all home games came out on MVS (coinop) version first, there're about 140 MVS games so far (I'm working on a MVS list), 109 of them were ported to AES. Quite frankly, w/o MVS, we wouldn't have any AES games by now, the system makes money from KOF coinop, it's like a religion in Far East.
There're 5 CD exclusive games (as NGCD games were developed from a dif system and they're all started from scratch, unlike MVS carts which you simply change the pins for AES), namely, Brikinger, Samurai RPG, Cross Sword 2, Zintriks, Final Romance 2, plus 2 compilations, NGCD Special and ADK World.