My wife got me a copy of Mass effect Andromeda as a gift once. She bought the physical copy (or so she thought) since that makes a better gift. When I opened the case, there was literally nothing in there but a code for EA Origin on a sticker.
The height of new game glory for me were the old school huge boxes PC games came in. It wasn't uncommon to get a thick manual with wonderful art, sometimes spiral bound, maps, other neat add-ins. Even console games had nice manuals with useful information you may not otherwise know. I miss that stuff.
If anyone is old enough to remember Infocom games, they came with "feelies," just random fun stuff related to the game they decided to include. It occasionally was needed to solve a game puzzle, but usually not.
I can still smell that box. They had a certain smell back then.