You can get it directly from Stardock on CD. You just get the option to download it if you so choose. If you don't want to, don't. Try to be patient and wait for it to show up in the mail.

Perhaps in the future they will release a box version that combines all three, but I imagine it has to be economically feasible for them to do so. Remember, Stardock is a small publisher and developer. Sadly, although it would be great if it happened, it isn't always cost effective for them to package these things and put them in major retail chains.
-HM