I think the last console game I bought was Metroid Dread, but I leaned physical for those as well, because their digital storefronts are a single point of failure. I've witnessed first hand a friend of mine getting frustrated with a now-sunset Xbox 360 store, a problem I could see coming a mile away even when I was in high school when the console launched. On PC, if Steam disappeared tomorrow, I could pirate my entire library. If GOG gives me a week of lead time on their store going away, I could legitimately back up those games.

Digital is more convenient. I have shelves of old games and consoles that I'm working on culling rather than expanding, especially as someone who tends to move to a new apartment every couple of years. Physical often tends to be a false sense of security in the modern age of day 1 patches and other kinds of server dependency. DRM-free is actually what you want, unless you really, really enjoy the tangible aspect of the game. Outside of nostalgia, I don't think it matters to me.