I've always preferred physical console copies. Like Three Blades, It's also easier here in case someone needs the pc for things that can't be done on the laptop. And I also liked Shenmue's artwork and wouldn't mind a Dreamcast copy next to the rest ;) But I don't let it stop me from buying good download-only titles. So I have eventually bought a few games through Steam (one of them also revived on Kickstarter) or things like Journey, The Walking Dead etc.
And especially for Shenmue, I felt that my preferences are trivial compared to supporting the series and getting a new game. So I went for 175 USD and will see if 300 is possible. Sure, maybe a PS4 disc version might show up (as a stretch goal?) but I wanted to see Yu reach certain goals first before worrying about that.
One disadvantage with Steam, PSN etc. though : http://www.neogaf.com/forum/showthread.php?t=931303