For me:
- More expensive (games in the PSN store are €70 from third party and €60 from Sony, physical is €60). They need to be cheaper than physical editions (€50). Prizes also don't drop quick enough compared to physical copies. Call of Duty: Modern Warfare 3 is still €69,99 after 31 months!!!
- A lot of times they don't include pre-order bonuses
- Lack of Special Edtions a lot of the times that include things such as extra content (maps, clothing etc).
- I can't resell/return the game if it's a disappointment