What would be the point? It would need to be six double-side Blurays to fit the actual game on there. You could have one but you're still going to have to download the majority of the game...
Why not include 6 then? I remember when I got the Marathon Trilogy Box Set from the Apple store (before they were called that) in Keene, NH whenever the fuck it was before 2000--maybe 1998? It came with 3+ CDs, a book, a crazy box, and a poster. I will remember to the day I die that beautiful visage of a space marine ripping an alien's skull and spine out of its body with his bare hands. Surely games companies these days can get their act together to put their games on a usb drive or whatever and put it in a box.
And also do shit like this: https://youtu.be/WlRM9-Rm34Q?si=Trv2-Nivxr5PBC9k