In a developing story it appears that Square Enix has switched what users ordered in their Collector's Editions of Rise of the Tomb Raider, causing some issues.
When the PC version of Rise of the Tomb Raider was said to be coming on January 5th, they sent out information about the release date and the PC collector's edition it came with the following image, which was also posted on different sites such as Gamespot and TechRaptor itself.
While there was some mention there of "digital deluxe," the advertising there clearly states it is a retail copy and was there for some time. In fact, on their press page that is still the only downloadable image for the PC collector's edition. The store page shows the following, and did as of at least January 16th
The only change there is saying PC Digital Copy vs the original released image of PC Retail Copy. While we don't have the store page on release, we do have the January 16th version versus the current version, which shows that the page was updated during that time to explain that the Digital Copy was a Steam key—something which was not previously disclosed and some users were hoping for it to not be with that, or perhaps to get a Windows 10 version.
Much of the discussion regarding this has occurred on the Steam Forums, as the lack of a physical copy does not appear to be a universal thing. Two people in the European Union both report that they received physical copies of Rise of the Tomb Raider on PC. The EU shop sadly does not have any archives of it, and its image shows the Digital version at this time. One of the users there posted an image of his (European) collector's edition, which contained 2 DVDs.