Red Alert was released on two CD's, Allied and Soviet, mostly because they each had the video clips for the campaign you were playing.

Same applies for Tiberian Sun. GDI and NOD CD's.

I have them all via the "The Command & Conquer Collection" released back in 2003.

Source:

Red Alert: https://i.imgur.com/xD7j08b.jpg

Tiberian Sun: https://i.imgur.com/xD7j08b.jpg