You are mistaking an Update download there. While a lot of games come with day-1 patches these aren't actually required to play a game as other answer have pointed out. However, updates are cumulative as such if you have a game which regular gets patches for multiplayer and a progress blocking bug gets patched you will be getting all the multiplayer patches whether you want them or not.
This is an improvement to the generation involving the PS2 and PSP as:
In Ar Tonelico 2: Meledy of Metafalica, the NTSC Version had a bug in it where when fighting Raki in Sol Marta. when she goes to use Fractal Change the game crashes and she will always use this skill within the first 2-4 turns of the battle. US Players have to deal 60,000+ before her 2-4 attack (though it's generally her third) to get passed her while Japanese and EU Players don't have this bug. the same bug also exist in optional battles with her
In Atelier Iris: Eternal Mana the game will hang on a black screen after the credits which prevents saving data for the bonus dungeon that's unlocked for beating the game. there are reports this can be passed by not having voices enabled
In Tales of Eternia for PSP there is the Volt Glitch where pressing 3 switches behind Volt will cause the game to freeze. This existed in the EU Version of the game which were shipped weren't shipped with the 2.5 Firmware Update (as PSP Games came with Firmware Updates)
Had digital distribution existed, these problems may have been addressed and fixed without the work-arounds.
But there is an advantage to Physical Games in PS3/PS4/Vita. As these consoles are not Region Locked you can buy a game overseas and play it fine such regardless of if it was released or not. Valkyrie Drive: Bhikkhuni is a good example of this for PS Vita which due to the content of one of the DLC you can't get in Australia physically or digitally but there's nothing stopping you from importing it. Japanese Games that you get tired of waiting for localization if you can read Japanese (at least be able to understand the controls for).
However, these games are still DLC Region Matched which means if you buy a US game you need a US PSN Account to buy its DLC. Japanese or PAL DLC1 for the same game will not work
The other advantage is that Physical Games will always be yours. While I have not heard of a situation for PlayStation games, a number of EA Games on the Apple App Store (including Dead Space) were removed with no refunds given as such if you had any of these game and deleted it you can't get it back again. Not to mention the previous news about Steam removing games (though they were rightfully removed and anyone torn up for loosing them is an idiot).
As I said, while I have heard of nothing like that happening with PlayStation, the fact remains that PlayStation can remove games from their store whenever they want to. After all, they control your access to downloading it, and it is naive to think that when they put a game up on their store they loose control of it and can not take it down if they so choose to.
There is also the expected advantage that you can share your games with whoever you want. You'll see on Arqade now and again people asking how to be able to play a game a friend and/or family member downloaded on another console (i.e. "My friend downloaded a game on his console and I logged into it and played. How can I play his game on my own console?"). PlayStation does try to stop Game Sharing unless you jump through hoops such as the owner of the game making that console their primary one and you having a user on said console and having permissions set by the owner to access the game since after all, they and the devs/publishers want you to buy it again.
The final advantage which you might have assumed by now is that you
don't2 shouldn't need the Internet to play a game and since HDD Space isn't infinite, if you decide to uninstall a game and later want to play it again, a Physical Game you can stick in a play right away, a Digital Game you have to wait for.
- Your connection to your router to be OK
- Your ISP to be OK
- PlayStation Network being OK
And if any one of these goes down, you're out of luck, especially when a Telephone Exchange burns down knocking out your area's internet service.
1: I say PAL DLC as I have brought games from the UK and DLC from the Aus PSN Store does work despite the UK and Aus Stores being different (look at Black Rock Shooter, Battle Princess of Arcadias and Valkyrie Drive: Bhikkhuni which for one reason or another are not available in Australia but are available in the UK)
2: Well, you would assume that a game with single player should be offline but unless it's changed since I asked you have to be online once to play Starcraft 2