I completely agree about services that don't allow a re-download, that's crap. One really cool advantage for me is that Steam has Steamplay, which grants me a copy of the game for both Windows and Mac. My home rig is Windows while my lappy is a Mac so that's totally badass. Factor in that I use Dropbox to always have my savegame updated across both platforms and its even more awesome.
Looking through manuals and displaying your library are things I can understand, it's something I enjoyed but didn't feel was essential. Thing is, if I like a game a lot I start making memorabilia of my own or buy it from a specialty store (artwork, 'shops, swords, statues...) I take a lot of pride in my gaming, but I guess I show that off in other ways.
Hold on I think I know why I don't like boxes... they are ugly, the design is boring. I'm a snob about the whole 'gaming is an art' thing and I'm just obsessed with good design. That's why the only games I kept around forever were DS games because I liked how the boxes were made. Games like Contact, Pokemon, all FF games, Dragon Age Collector's Ed., I just wanted to lick the box because it was so perty and shaped the right way and non-commercial.
I feel kind of superficial now.