To make it appear more like a "real game", giving it shelf space alongside other "real games", thereby making it accessible to people who don't usually consider digital downloads their first method of playing games on their consoles. Even if that's what they're ultimately getting, they may not be making the same mental association at the time.
I remember being a really young kid (like 9 or so) and not understanding how to get this brand new Internet thing for my computer. I convinced my mom to buy an AOL box off the shelves at the computer store. Inside was a big guide book and a single floppy. This was even before the infamous free trials they would send out. At the time, software was something you bought in a box in a store. I just couldn't fathom anything else. But the AOL program was technically free at that time, and I was basically just paying for the book in the end, but yeah.
Weird and ancient anecdote, but I think it's a similar concept. Fortnite is reaching a massive audience, and this caters to familiarity and accessibility.