There are a couple of advantages to having a physical copy -
1) You might still have that copy many years from now, when it is no longer available online, although whether it would work with the operating systems and media types of the future is anybody's guess. There was a time when games came on floppy disks...
2) You don't have to wait for the software to download. You would still want an internet connection for patching, however.
And a couple of disadvantages:
1) Physical disks can go bad, become damaged, or simply get misplaced.
2) When you install a game from disk, you are usually required to load that disk into the machine anytime you want to play.
I used to be a stickler for physical copies, but not so much anymore. I have a few games on Steam, and a few with Origin. I purchased the original TS3 base game on disk, but have purchased all of my EPs electronically. Since I registered my base game with Origin, it is now also available for download. I had purchased my first 2 EPs through Amazon (download versions), but registered the product keys with Origin, so they are now also available through Origin. I used Carl's Origin link for the 2 additional EPs I've purchased.
When you purchase a physical copy and register the product keys on Origin, you actually have both forms available to you.
I guess the bottom line is to consider your personal reasons for preferring one over the other, and what those advantages / convenience / etc. are worth to you.