One thing to remember, the whole point of Sega making the 480P VGA box in the first place was to REMOVE the scanlines created by the limitations of conventional CRT television of the time that could only accept a 480i signal. It was designed to give you a picture that was not broken up by empty black lines with no picture data every other line, but actually contained UNIQUE image data for every line when connected to a CRT Monitor. So, by adding back scanlines after you have connected a VGA box means you are simulating the inferior CRT televisions 480i signal after you have just made it better with a 480P signal?! If a 480i signal with scanlines is all you want then why buy the VGA box in the first place, just buy an RGB scart cable and an old CRT television and, hey presto, you have clean 480i signal with native scanlines and without the expense of the VGA box. Like I said before, scanline generators are fine with 240 2D sprite based DC games as by the time they hit your monitor when using a VGA box they have had a duplicate of the line next to them added to bring it up to 480P, the extra lines of image data were never present in the game in the fisrt place to be lost, so adding black scanlines to every other line is only losing you a DUPLICATE of the line next to it, but by adding scanlines to a 480P signal means you are removing every other line that contains UNIQUE image data that the clever VGA box is working so hard to give you in the first place!!
Scanlines for 240, 2D sprite based games = Nice!
Scanlines for 480P '3D' polygon games like Shenmue = Replacing image data with empty black lines; image loss!