The main difference between a CD and a DVD as far as I am concerned is that I rarely want to watch a film more than once, so it makes sense to have it streamed rather than have a DVD.
Music, unless I've got my choice seriously wrong is something that I will listen to many times. I haven't worked out a way of listening to a download through a hifi amplifier other than burning it onto a CD and am not even sure that my amp has got an input that would allow that to be done.
The absence of sleeve notes in most downloads is something that really annoys me. Even Bandcamp is not consistent in this respect. You don't get to learn even the composer of a track or who plays on it other than the named artist. Why this can't regularly be included as a pdf file in the download, I don't know.