I think the only person who didn't end up with a recording from Sunset (while they were in the show, and was either a Broadway or London replacement) was Rita Moreno. Everyone else ended up with an EP (Betty Buckley, Petula Clark) or recorded songs for their own album (Elaine Paige).
These other people also had EPs, but they were technically not what the OP was asking about: Linda Balgord EP was from the tour, Faith Brown EP was from a London revival, Glenn Close EP was a promo and was excerpts from the full cast album, Debra Byrne was from the Australian cast, which had no full recording (a shame since that was one of Hugh Jackman's first big theater roles). The Diahann Caroll/Rex Smith CD was from the Canadian production, and hence not in the scope of the OP's question. Daniela Ziegler's EP counts, since the German cast with Helen Schneider was recorded and put out.
Also, there was the recent Netherlands tour that started with Simone Kleinsma, and she got a "full" highlights CD live recording. Pia Douwes joined the cast later as an alternate, and recorded a "live EP" of four songs. Both CDs were released together in one package, as it was always the plan to have both ladies alternating the role, but Pia couldn't do the first couple of stops as she had other prior engagements.
As a side note: The Broadway understudy for Norma, Karen Mason (I think she did the whole run) did finally do a recording of "As If We Never Said Goodbye" on one of her solo albums.
Xanadu! Can't cry on cue!