the actual disks aren't more complete, but you can choose to miss out some of the disks from, say, a six disk set, since you will only need disk one to install linux, thus having a less complete version applicationwise, to save time with the download.
Also the thing you will miss getting the download versions are the manuals which come with the OS (though these and similar documentation are readily available and freely downloadable too in most cases) and your licence agreement.
With linux, the licence agreement for download versions is basically that you can use the stuff and there's no hassle. With a boxed version, the higher the price, the better the terms you get in your licence. You will probably be entitled to 'phone support et cetera.
But the actual software is the same so long as you download all the disks.