But I still find something that's purely digital...even more fragile. Like they can go away
In all fairness it should be said that while it is all digital these days then depending on conditions then either way of storing may be better. E.g. while 'optical disc media' may splinter and crack and wear/decay in a number of ways then it is probably a lot less susceptible when it comes to e.g. harm from magnetic fields than say a hard drive.
But though we term then differently when we communicate then it is all 'memory' of one sort or another.
Meaning that though we tend to think of only RAM/ROM (or 'memory sticks') as 'memory' then e.g. a hard disc is also memory , it's just 'data' stored as 'disc memory'.
Even all so called data processing is just processing of data in memory controlled by other stored data in other memory (programs) .
If you go and read the IMO very good Wikipedia article about Computer data storage then you will see that there are used different expressions such as 'recording media', 'storage', memory. (Also see Wikipedia article on Computer Memory)
But if you look at it then you really can not have 'memory' without a 'media' for recording (retaining data/memory) and what you record is still 'memory'/'memorized' no matter how it is 'recorded /retained.... (You will see even paper mentioned as 'Storage media' and 'DNA' for that matter).
Anyway , all I really wanted to address were your wondering about the 'perishability' of the digital 'data' that your games consist of and I wanted to make clear that while hard drives are easy to use in connection with 'computers' then depending on situation then they may or may not be the 'better' way of recording and storing of your 'games collection' 'memories'...
Ref. : https://en.wikipedia.org/wiki/Computer_data_storage
and : https://en.wikipedia.org/wiki/Computer_memory
and , an article addressing some of the 'pros and cons' : https://www.computerscience.gcse.guru/theory/storage-devices