Damned if you do, damned if you don't. As much as I might like the idea of that physical copy in my hot little hands, maybe they're hot because they've been burned by the DRM that's most likely on it. Of course, downloaded content typically has that same problem, OR is locked into a proprietary playback method that may collect data so you can be subjected to "targeted" advertising.
This is an ethical nightmare. I want to pay the artists; they're certainly entitled, but the rest of it is insane, not worth any money, but adds cost, both money and time. I put my Jolly Roger away a long time ago, but I have to wonder...