Well, I still buy most of my pop music by walking into a store to get it. Those days are definitely fading for my classical music, although two trips to Melbourne this year enabled me to revive the habit.
I think, though, that even with online buying I'm going to continue to shy away from much in the way of big boxes. And the reason is much the same as one of the reasons I dislike the streaming services: I want to own my music.
Now, box sets ARE a little different from streaming, in that once I have a disk it really is mine. But I'm also talking about the psychological process. The process of choosing. The process of saying, out of all the vast expanse of recorded music, this is the music I'm choosing to take into my home.
I worry that a steady diet of vast boxes would dilute that process. I worry that I would end up not really getting to know the music in them, other than a vague recollection that "I've got that on disc somewhere".
I do in fact have quite a few 'sets' because I like completeness, but most of them are of the half-dozen disc variety, not the 40-disc variety. Even with these smaller sets, the process of properly getting to know the music/the recordings can be quite lengthy. Right now I'm listening to Rachmaninov's 3rd symphony, from a mere 3-disc set, and my records tell me it's nearly 5 years since the last time I listened to this particular work. And I'd have to confess that I wouldn't immediately be able to tell you whether a passage came from Rachmaninov's 1st, 2nd or 3rd symphony even though I know I like them all.
I honestly don't see much benefit in throwing vast quantities of music at myself, quantities SO vast that I can't possibly get to know it in real depth, because it's knowing music in depth that creates the most pleasure.
I would much rather spend a little more money per disc if it means getting something I'm genuinely going to treasure as a listening experience, over something that's going to glare at me balefully from the shelf, reminding me that I still haven't got to know 70% of it properly. I want it to be mine, not just happen to live in my house.
In fact, even with some of the boxes where I'm interested in a fair proportion of the contents, I think I'm still more likely to go and get the bits I'm most interested in via smaller collections. More than once I've seen someone point out that something can be found in a jumbo box at not much more than the price at which it can be found in a collection of 3 or 4 discs, but my instinct would be to go for the 3 or 4 discs.
