It was indeed a chore. Your local shop might not have the game - it might not have been released in your country. Media could be damaged. DRM that wouldn't work on your system. You buy that huge box and all it has is a leaftlet and a CD in a paper sleeve. The game might not actually run, depending on a patch that you had to huntdown in some slow FTP server somewhere.
I do not miss manual patching one bit. If you were lucky the publisher hosted the patches themselves. If not you're downloading them from some potentially sketcky third party site. And then you often had to apply the patches sequentially instead of just applying the latest.
It was definitely a tedious process, made all the more frustrating when all you wanted to do was play. But damn if your post didn't just make me smile from a wave of nostalgia.
One thing that I kind of miss from "physical" game was the leaflet/manual. Some of them were truly awesome. For example, the original boxes for guild wars had those huge manual with concept art, lore, and explanation about the whole game. It gave you something to do while downloading all the updates on a 256k connection ;) . When you buy games on GoG, they sometimes give you access to the old manual in PDF, but most game don't really have any anymore or it is really just a barebone manual on how to install and play the game.
That drastically increases the cost of the game though along with the physical copy itself. One of the major benefits of a cloud gaming platform is that games become cheap. If you really like that type of swag though it's still available via crowdfunding
Long live Steam and GOG.