Booklets and maps are thing of the past. If you want more than a disc in a box you have to buy collectors edition that been a thing for the last decade, probably.
Indie games rarely come out on physical media. If you want a physical object for the sake of having a physical object - buy/print cases and print covers. Alternatively, get into vinyl, those at least can be presented as wall art.
> you still have no control over digital downloads unless it's DRM free
Again, with consoles you don't have control over physical discs/cartridges either. Nothing stops Sony and MS follow Nintendo. You can only "own" something if it's fully offline and DRM-free (be it officially DRM-free or liberated by nice people)