Agreed! I'm not sure the official RetroMags stance regarding newsletters - I think we archive newsletters that eventually evolved into full-fledged mags? But this seems to be hit or miss sometimes, like the Nintendo Fun Club & Top Score newsletters but not the Atari Age newsletters, for example.
But there are several newsletters I'd love to see archived here. They often encapsulated corporate video game history not found elsewhere - most were house organs - and given their (usually) mail-order only scarcity are arguably in more dire need of preservation than most magazines. Internal newsletters are especially awesome - you only need to read a couple installments of The Gospel of St. Pong to get an idea of what early Atari was like.
In keeping with the topic though, here's some more info on Arcade Express. It ran a total of 26 issues before evolving into Electronic Games Hotline. Here are the remaining issues to compliment VGBounceHouse's list:
Volume 1, Number 1 - August 15, 1982
Volume 1, Number 2 - August 30, 1982
Volume 1, Number 3 - September 12, 1982
Volume 1, Number 4 - September 26, 1982
Volume 1, Number 5 - October 10, 1982
Volume 1, Number 6 - October 24, 1982
Volume 1, Number 7 - November 7, 1982
Volume 1, Number 8 - November 21, 1982
Volume 1, Number 9 - December 5, 1982
Volume 1, Number 10 - December 19, 1982
Volume 1, Number 11 - January 2, 1983
Volume 1, Number 12 - January 16, 1983
Volume 1, Number 13 - January 30, 1983
Volume 1, Number 23 - June 19, 1983
Volume 1, Number 25 - July 17, 1983
Volume 1, Number 26 - July 31, 1983
With the exception of issues 16 and 22, all issues are readily available about the 'net - via Digital Press and (I believe) mirrored via the Internet Archive. VGBounceHouse, even if RetroMags opts not to archive these newsletters, if you could find the time to scan your 16 and 22 and disseminate those via the Interwebs, that'd be fantastic. (Bill Kunkel had donated his collection to DP for archiving but these two issues were apparently missing.)
And here's a list of the remaining Electronic Games Hotline issues. It looks to have run a total of 27 issues (a total backed by DP and also mentioned by Kevin Gifford in a MagWeasel installment):
Volume 2, Number 3 - September 11, 1983
Volume 2, Number 4 - September 23, 1983
Volume 2, Number 5 - October 9, 1983
Volume 2, Number 6 - October 23, 1983
Volume 2, Number 8 - November 20, 1983
Volume 2, Number 11 - January 1, 1984
Volume 2, Number 12 - January 15, 1984
Volume 2, Number 13 - January 29, 1984
Volume 2, Number 15 - February 26, 1984
Volume 2, Number 16 - March 11, 1984
Volume 2, Number 17 - March 25, 1984
Volume 2, Number 18 - April 8, 1984
Volume 2, Number 19 - April 22, 1984
Volume 2, Number 20 - May 6, 1984
Volume 2, Number 21 - May 20, 1984
Volume 2, Number 22 - June 3, 1984
Volume 2, Number 23 - June 17, 1984
Volume 2, Number 24 - July 1, 1984
Volume 2, Number 25 - July 15, 1984
Volume 3, Number 1 - August 12, 1984
I've had no luck tracking down any Electronic Games Hotline issues, unfortunately. I'll keep looking but I suspect these have yet to be archived publicly.