I absolutely have them on here- it's easy enough to just open up your stats page to get a breakdown on what you've added from each category. It helps me keep tabs on what I've bought downloads for- both to prevent myself from buying them again (becuase I'm shopping away from the in-console store that day), and to help me prioritize what to get when/if they do get a physical release. If I need to see what I have for a specific console? Just pick it from the list- all the digital stuff is separate categories anyway, so clicking 'PS4' gives me discs, digital is listed under 'PSN'.
While everyone is certainly free to choose what they use this site for, I feel like 'you don't technically own digital, they could take it away' is a weak excuse. Technically, your physical copies can be taken away too- by fire, flood, burglars, crazy exes, misbehaving child relatives, or just you doing something stupid. I'm not sure how my 360 hard drive breaking down and taking my copy of Scott Pilgrim with it is any different than someone stepping on my Saturn Rayearth disc... save for Scott being easier to replace, since I'll only need someone to copy their file onto a flash drive so I can put it onto my replacement hard drive once I get my profile loaded in. I'm not at all a fan of digital, I do feel it's entirely too ephemeral as well- but I don't think we're so far down the rabbit hole that companies are ready to start yanking your paid-for permissions away and telling you' tough, buy it again on newer hardware'.