Oh hell yeah, I loved me some Ehrgeiz. Wish I still had my copy.
That “Quest” mode was so weird. It was completely separate from the rest of the game and had absolutely nothing to do with anything, but they just thought they’d bundle it in there anyway. (Didn’t you get to play as the Quest characters in the fighting game if you beat it though? I forget.)
So far as recent roguelikes go, you’re best off looking at the freeware scene, stuff like The Binding of Isaac or I believe Baroque on Wii is a full-on roguelike. I don’t believe any fighting games have done anything like this for a very long time, though, presumably due to budgetary constraints. Why make two games when you can sell one for $60? (Hell, if there was a roguelike mode for something like Soul Calibur as DLC, I’d happily pay cashmonies for that.)