I think the main reason I was always fond of cartridge-based video game systems was because the cartridges themselves felt a lot more "real" than CDs and DVDs. Also, they have no load times! And even though CDs and DVDs hold a lot more data, good games need no more storage than cartridges can offer.
I have had a few of my games put on physical media, in order to make them "real". Some are commercial products and others are just one-offs, made for my own enjoyment. It was really great seeing them run on actual hardware, just like any regular game.
Hotel Bunny on the Intellivision
Husband Chores physical release on audio tape
Husband Chores has been released on tape, as it was common for ZX Spectrum games during the computer's prime years.
Balanced Diet on Gameboy Advance (80-copy limited edition)
Neo Thunder on Neo Geo AES (home system)
This one was a pleasure to develop and produce. I even made a small manual for it!
Snappy on Atari 2600
The Atari 2600 is as classic as they come.