I also prefer discs.
Things can go wrong during a download. It can get interrupted, the download can become corrupt, the harddrive can become corrupt. What if I downloaded Cities XL from Monte Cristo and they went bankrupt a few months ago (which they did)? One company (EA) even tried making an installation limit on one of their games (Spore) - so, even if they companies did keep track of your purchases, you would almost be guaranteed of having your downloads very limited.