Some record labels discontinue the physical versions of older or less popular albums, leaving only the download version available. Conversely, some record labels only release their albums digitally and there is a growing number of small, independent digital-only labels, whose releases won't be available on disc. If you prefer to have your music on physical discs rather than just as files on a drive, you can burn a CD of the files once you've downloaded them, if you have the required hardware.