Once upon a time you could buy a games console with a game on cartridge or on disk or a tape, diskette or cdrom for your computer. You put in the game, maybe ran the installation program, maybe it just ran as it was. You could play as long as you wanted. There was no connecting to the publisher's server to check you had a non-pirated version or anything like that. You could play indefinitely. 30 years later you happen across your old 8-bit microcomputer in the loft. And, short of electrical components degrading, you could run your game again.
Now we have the convienience of the internet. You can buy a game on Steam, Gog, etc or in your phone's app shop. You can pay and be playing in minutes, if not less. No trips to the shop!
But what if your app store shuts down, what if the game you paid for is removed for whatever reason. You paid for something that is now inaccessible. You can never again have a nostalgic trip down memory lane.
The best you can hope for is that someone will have made a youtube video. It's nothing like real retro-gaming
And now with Sony's Playstation Now, Microsoft's xCloud and Google's Stadia the problem is even worse. At no point do you ever have the game. It resides elsewhere, in a data-centre far away and you just see and control it remotely.
And even if you have no interest in playing a retro game, what about it's 2nd hand value. I used to buy SNES games, play them and then take them to a 2nd hand gaming shop. Or, now, there's eBay. But you can't sell a game that you don't physically own. I can't post off my digital download in the same way that I could a CD.