A physical copy

[Fractal]

TL;DR

A physical copy of the game would be amazing for those who collect archaic media.

What ?

A physical copy of the game in a keep-case.

Why ?

I suspect a lot of the people who purchase the physical copy will have bought it through steam already, so you won't be losing the cost of manufacturing through the sale. You could even charge more for the boxed version. You could even have it distributed through your store only, to circumvent the retailer's take.