Honestly, I'm with you all but for a different reason, I worry a LOT about digital download, but I adore it's convenience.
I loved getting a lot of the Sims 3 expansions right away (as I am a bit of a Veruca, you know it, "I want it now, daddy!" except I buy it myself rather than use my parents money). I also love that I can lend out my disks to my family so they can download it and play it while I can still download and play it with my digital versions of it. The things that worries me most - and I'm not trying to bash, so if someone knows differently, please let me know - is that EA could "restrict" the amount of times you can download the game. When getting a digital copy, the game no longer feels like it's mine, but rather that I'm just renting it until they tell me I can't download it anymore. I had a scare like this because my boyfriend likes to build, and he rarely gets in the building mood to play sims so he'll often download my EP and SP (he only has Ambitions and the original that he got prior to us moving in together) and remove it as often as he likes (he also likes to keep his computer clean) and he said he saw that they were limiting the amount of times he could download from my origin (he said there were "3 times left" after he did it once) and he officially stopped playing then because he felt bad that he could potentially be preventing me from playing in the future.
Having a physical copy makes me feel more sure that I could just download the game whenever and not have to worry about EA telling me I can only download it so many times. I haven't seen this download limit myself, but my boyfriend claims he saw it, maybe he mistook it for something else? Or maybe they really do limit the amount of times you can download it, which makes me sad that they hate when people share the game. My boyfriend and I have run into this problem many times since we moved in (as we're both avid gamers on both steam and GOG and origin - well, I'm origin because I'm a Sims addict!), he bought skyrim, and now that we live together I would like to play skyrim too, but because of DRM and download restrictions I can only play it on his computer or trick steam into thinking I'm on his computer but in offline mode while he's in online mode - it just seems silly!
I've started to rethink all the times I bought a digital download just because I wanted it now and wish that I had bought physical, now I'm worried for the same reason Schip is. Hmm.