They do sell physical copies in certain countries. I don't know if the overlord edition is available in boxed form, but the boxed copies do come with a physical manual. All physical copies are Steam keys though. (source
Oh bugger. I prefer boxed releases to be usable without an internet connection. Sure, I rarely use them as I usually get a downloaded release as well, but I like to have it just in case, as well as as a sort of collector's item, and a box with a printed cover and a burned disc with the title scribbled on it (or even a printed label) really isn't quite as nice as a store-bought one. Just feels less "right".
Oh well, thank you for the answer.