Buy it online, download and then burn to a disc. Voilŕ, you have a physical copy. If you want a fancy label, use a Lightscribe disc/burner or use a label printer.
Don't forget the physical game manual - always easier to read than a PDF in my view. And the extra physical goodies like the map (well OK, the D:OS cloth map is pretty disappointing), cards, stickers and poster.
...I've been gaming since the early 80's, and I still fail to see the magical appeal of a physical disc. They can rot, get scratched, be lost, etc. They're no more secure (against loss) than a digital copy.
I'd disagree, in that access to a digital copy can be lost through no fault of your own (the service
closing down, your account being disabled, etc).
Discs, as long as they are cared for (which means using them as little as possible, which in turn means patching the game to disable any media checks) should last for a few decades at least (I have music CDs from 30 years ago that still play perfectly).
Burning a GOG version to disc does come quite close to a physical version, but it's a pity Larian haven't offered a physical version of D:OS to anyone beyond their Kickstarter backers.