Because, while the titles are still available today, they ultimately won't be. We don't have to wait until they disappear to recognize the inevitable. Presumably, this guy wants a permanent backup of his games. As a retro collector, I feel the same way - I was just playing some 35 year old gaming machines yesterday. Will these digital downloads still be available 35 years later? All one has to do is look at the games forever lost because they were on sega channel (like Garfield: The lost levels) or Satellaview to understand why it sucks.
Luckily, homebrew has fixed all the problems I have with the PSP's digital distribution, and stuff like PC affords me the flexibility to take measures to make sure my games will never be lost or able to lock me out. But these concerns are why I don't buy digital games on the WiiU, PS4, or Xbox One (outside of rare exceptions).