The selection of movies seems kind of random(?)
If they wanted to go with Sony pictures 'classics' purely from a quality standpoint they should've included the likes of Leviathan.
If they wanted to go with films people remember, where is Black Book, The Raid, Layer Cake or MOON?
Yeah, it's a unique selection, but I also find it kind of more interesting because of how oddball it is. They're all great? films (I dunno anything about Orlando). I think the theme is "first breakout hit from a director"
Like you've got:
City of the Lost Children - First major fan favorite of Jean-Pierre Jeunet (Delicatessen would've been the weirder pick, Amelie more the mainstream favorite pick)
The Devil's Backbone - Same for Guillermo Del Toro's collection (Cronos maybe more indie pick, but Devil's Backbone more wider known)
Run Lola Run - Best Tom Twyker film, though also first breakout indie hit
But then you've got:
Synecdoche, New York - I think this got included because Phillip Seymour Hoffman is gone and this was his last big indie flick. It's a pretty inaccessible Charlie Kaufmann movie compared to like Adaptation, which would've been a better pick. Though honestly that Netflix one he did a few years back (I'm Thinking of Ending Things) is probably even less accessible. I've only seen Synecdoche, New York once and it basically flew over my head and didn't care for it that much outside PSH's performance which was really good.
Crouching Tiger, Hidden Dragon - This isn't "indie" at all, it's also probably the biggest mainstream hit and well known film of Ang Lee's career. It's also the only film in this box that had a separate release already in 4k. It's a pretty weird entry in this set, but I think for Sony Pictures Classic, this is one of their biggest hits they've ever had and they felt like they should include it since the box is supposed to represent the last 30 years of the studio. Plus they probably wanted some Asia film representation since everything else is Euro or USA.
Then you've got:
SLC Punk - Which is a weird pick. I don't even remember the movie outside Matt Dillon's performance. But it's become a bit of a cult favorite and as someone that grew up around this era, locale and this scene I'm all for punk movie rep in here.
The Celluloid Closet - I'm not well versed in what documentaries SPC has done over the last thirty years, but seems like a good pick as it's a very quality documentary on an important subject of gay representation and film history.
As for the rest that I haven't seen:
Volver - I remember when this came out people talked about it a lot, especially the visual style and acting. Had some Oscar noms. Seems like a good pick.
Call Me By My Name - same thing. I haven't seen this but I really enjoyed Luca Guadagnino's Suspiria remake. Looking forward to seeing Bones and All.
Still Alice - I know absolutely nothing about this, but Julianne More won the oscar this year for it.
Orlando - Yeah, don't know anything about this, but the tagline of Billy Zane in period piece getup living for 400 years with Tilda Swinton sounds interesting.
Also Orlando came up in 2020 which is probably when they would've started on this project so that probably is why it was included:
Orlando, both the film and the novel, was the primary inspiration for both the 2020 spring exhibition of the Costume Institute at the Metropolitan Museum of Art and the 2020 Met Gala. The exhibition, entitled "About Time: Fashion and Duration", was specifically inspired by the "labyrinth" scene in Orlando, where Tilda Swinton runs through the labyrinth dressed in an 18th-century gown before she reappears dressed in mid-19th century garb.[25] Using that scene as the initial inspiration, curator Andrew Bolton took "Orlando’s concept of time and the manner in which she/he moves seamlessly through the centuries" to "trace more than a century and a half of fashion, illustrating how garments of the past influence the present."[25] Although the COVID-19 pandemic forced the cancellation of the Met Gala, the opening of the exhibition itself was postponed until October 2020.
As for your suggestions, I haven't seen Leviathan or Black Book, so I've got no comment on those. The Raid is amazing, but this is a generally family friendly-ish set. Feels like an ultra-violent film like The Raid wouldn't fit. Layer Cake would've been a fantastic pick, I agree. Breakout hit for Mathew Vaughn and maybe Craig (not sure if he had big films before this). Moon...hmmm, I found it kind of disappointing and Duncan Jones hasn't really gone on to an impressive career, though Source Code was good. Also has the Kevin Spacey is blacklisted factor. Wouldn't be a bad pick, but I can see why they would've skipped it.