The last time I played a PC game on a physical disc? Can I cheat a little bit here? I found a self burned CD from old early 2008 or earlier days. There were a few RPG Maker 2000 games on it, which I downloaded from internet cafes, such as Vampires Dawn (back then, when only a German version was available for the first game in series). And I played a few of them last year with an open source RPG Maker player called EasyRPG, but with RetroArch.
So yes, I played PC games in 2024 from a physical disc. But I leave it to you, if you count that. :D