It is actually entirely possible to have fully functional physical copies of PC games, albeit with extra effort.

You can buy DRM-free games, and burn them onto blu-ray discs. Of course, you're gonna need a blu-ray drive, but at least you're completely free to do what you want. You can also buy blank cases and print cover art for them. Again, a lot of extra effort, but it works and is fully independent from corporations.

Well you can actually own your games on pc even if they're digital. Games don't have to be physical to be able to own them, but on consoles physical is the only way to own, which is why it's considered important on those platforms. If consoles as a digital platform were as free as pc, it wouldn't be as big an issue.