Steam does this excellent Lossless compression for huge games such as GTA V, I downloaded GTA V and it was pretty big, but it was pretty forgiving (don't remember how big it was). After the download finished it went into "decompressing" phase which while it took a bit of time, it's way better than downloading the full 65 GB size of the full game.
Now on PS4 Bloodborne is downloaded in two parts, one is 10 GB and the other is 40 GB, along with the update patch which is 6 GB I believe.
Sony doesn't use any compression tools on their PSN store or PS4, which would save a lot of bandwidth for them and a lot of time downloading games. And since after all, you'll still have to install the game nevertheless so now the time to get the game working is ever longer.
I don't know if it Is the same on xbox but buying full games online on Sony consoles is pretty painful, especially when you do not live in a country with fast Internet (6mbps is my I speed)
I also heard that GTA V on PSN is around 60 gigs and you can't play it by parts like bloodborne does. So that's even a bigger pain.