I feel like both for better and worse, Gameboy and DS cartridges were the most direct way of owning your games. The physical cartridge not only contains the game, but also your save data, so as long as you have that cartridge you have physical ownership of both the game's data as well as your recorded history with it. But the downside is that also makes it difficult to share, or even just to re-play if you don't want to delete everything. (Unless the game specifically has multiple save files)