Oh, I understand why it might feel
more substantial to get a physical item, but if you actually think about it, the physical item is the least valuable part of what you're paying for. The physical materials without the information they contain would be virtually worthless, and they wouldn't give you the fulfillment of actually hearing the music or reading the notes. But the same information (the music and notes) contained in a different physical substrate (i.e. your hard drive or flash drive or iWhateverTheHeck) would be just as fulfilling to listen to and to read. Looked at that way, the difference between a physical item and a downloaded one is superficial. It's understandable why our instincts, shaped by millions of years of interaction with the natural world, would react to a physical possession as more real and more satisfying to have than an intangible quantity of information, but those instincts are poorly adapted to the modern world.
On the other hand... for most of human history and prehistory, before recording media such as writing, the only way one person could give another person possession of a song or a story or a piece of information was to teach it to them -- a pure transfer of information with nothing physical changing hands. So maybe we're now getting closer to the way it was for most of our species' existence.