Does that mean there's no installing any software beyond the game file itself, or is it like GOG.com?
Either way, I could handle that...a lot better than Steam.
It just means that the distributor (in this case gamersgate) doesn't add anything other then what the publisher already included in the package (i.e. securom, tages, ubisoft online slavery, etc.). You download a small download manager (a 64k exe file iirc) which downloads your files into a temp folder on your desktop or whatever, then runs the autorun/setup/start whatever installs the program. You can delete the download manager after the download. You can keep the dowloaded files too if you intend to reinstall later.
The only funny thing it does is, it scrambles a few bytes at the start and end of the installer, but I usually copy the temp folder to my external hdd before running the installer. If not, you have to download that little 64k file and run again. It seems to check for missing files (redownloading damaged/missing ones) when I put it to the test. While I prefer physical media, I can see the attraction of having links to downloads, updates, keys, serial no. etc. in one list.
Edit to add:
I still have my Planescape box...
*(And Baldur's Gate 2, and even the original sideways, flip open Fallout box).
Got some of the original "large" Black Isle boxes (PS:T, IWD, BG2, Fallout 1+2), original Defender of the Crown for the Amiga (which cost me the equivalent of $130 back in 1986), Zork for the C64 plus a bunch of other old boxes...