That's the thing that's always bothered me about the online services. Sure, I can "buy" a movie or series or whatever, but I only have actual access to it so long as I still subscribe, the service has rights, and I have access (like, if I'm on a plane or ship, suddenly I can't watch something).
If I download a copy, it's mine for as long as the physical media lasts. I can keep it theoretically forever, I can put copies on my phone or the cloud, stream to my computer, my cousin's tv, whatever.