If they want to drastically decrease their profit, sure, go ahead. Xbox One launch was so good, right? - nope
Ok, you can listen to a song with a few megabytes on Spotify, but you need a very good amount of data to play a game. Movies also doesn't have the same interaction.
The niche market for physical copies are too strong in gaming community, so it's not really niche.
3DS, Wii, PSP, Vita, PS2, PS3, PS4 & Steam.