For me, when I go and play one of the games on my shelf I enjoy the act of opening the box and discovering what's inside......Do yourself a favor and read those old manuals, you'd be surprised how much they add to your game "immersion." Then there are the maps... ah, my beloved maps!
There's literally nothing in the world I give a fuck less about than having a physical box of my game. But reading your post I suppose in rare cases even I could see a value in this. And I don't mean some cheapo plastic packet with just the DVD and some throwaway flyer inside but a proper collector's edition package with manuals, books, cloth maps etc. I can see myself buying shit like this for a greater immersion once in a few years, with epic storyfag games like W2 or TToN.
But looking at the games I've got installed right now - Tropico 4, FTL, BW: Kronos and Don't Starve? Nah, let them sit in the cloud.