Interesting topic.
Never thought of it as a statistic, really. It is obviously amazing, looking back on it, but it's not really anything that has ever been tracked because people remember champions, not semifinalists. What if Roger had a 30 semifinal streak going.....without a slam title. Not so good. Greatest Semifinalist of All Time? Like tennishand said, I'd rather have one slam title than that dubious distinction.
The fact that he is a double digit grand slam champion, and on the occasions he does not win...he makes it to the second weekend and is always in the hunt...that's what highlights this achievement of 23 straight semis.
It actually brings up thoughts like:
According to the computer, if there were 4 different slam winners in a given year, and they all did poorly at the other three, and Roger got to the semis of each slam and had a good year outside the slams, he could end the year at number one.
Well, again, this is like Connors winning the US Open on 3 different surfaces. It is not the same, clearly. But, neither is really an official stat (imho), and neither of these is likely to be broken.