Let's see, my current problems with digital.
Infrastructure (not in the hands of the games industry at all, but there you have it). The best plan available here caps out at 80 gigs a month. General usage can easily rack into 20 gigs by itself. If one starts popping down 3-4 gig games in full (and the barrage of patches and firmware updates), you can eat that fast.
PS Plus does a bit of work on the pricing issue, but the digital content is still often equaling the retail content. This becomes even sillier when store promotions or the like knock the game price down but the online store is still sitting at 60 even when the games in a 10 dollar bin at Walmart.
Retailers are offering better service when it comes up. If the disk goes kaput for some reason, one can generally trade it back for a working copy under most stores policy. If my 4 (I think it is) downloads all muck up or somehow get corrupted, I get hosed.
Hard Drive space, the current consoles didn't ship with a hard drive that could possibly hold my whole library in digital. Both Cloud systems are again heavy on bandwidth use, and require the Plus/Gold services.
I'm not a kid, but thats also a decently large section of gamers. A lot of parents are not gonna punch in their credit card on their kids system and risk getting mauled by the kid being absent-minded and going "click click click click". Although PS and MS both have their points cards (Steam doesn't, which is irritating as heck).