Cheaper or not, I greatly prefer downloading games. Saves space and reduces clutter. I don't need 200 game cases laying around. Only place I am physical is the Switch, since Nintendo's digital game sharing is antiquated. I have two Switch units due to kids, had to go physical because of the limitations.
Switch is the only one of the three consoles where I'd consider going digital. After the $100 game vouchers, 5% back in gold coins, and "tax free" because you "live in Washington state" Nintendo games are a great price digitally. They are something like $45 with no tax. That's a pretty fair price for launch day of a game IMO.
I agree, it's so nice having games all on the system straight up. I still try to buy all physical where I can, because I get em for 48 new, 20% off still. For me, a console benefits less due to it being under the tv. A portable benefits nicely by having digital. I'm hoping for a 512 GB chip this holiday, my 400 is packed. Oh, and I'm in California, and dont pay tax on my digital purchases either, it was very surprising.