No physical copies? Aw Horseshiyyyyet!
It's better this way, trust me. The PSP's UMD drive was noisy, easily damaged, and a battery drain.
Downloads take up more space, but they don't make any read/write noise, they're super battery efficient, and being stored on Solid State storage means you don't lose your ability to play games at all should you drop it.
The Vita game cards that native games come on have many of the same advantages.
I myself have (initially begrudgingly) made the shift to a 90% digital library as of the PSP Go, and I don't regret any of it.
I still keep my old PSP 2000 around for Crisis Core though. It burns my ass that it was never released digitally.