For multiple players I prefer the physical game unless the game is very simple.
The advantage of digital multiplayer games (like on boardgamearena) are that the game keeps track of points and automatically prevents invalid moves, in addition to the shuffling, etc.
The disadvantage is that with limited screen space it is difficult for me to quickly scan the other players' stuff to see what they are doing. Also, it is harder to share snacks when gaming digitally. 🙂
Ideally (for me) there would be a combo where all the calculations (like points) were calculated automatically and displayed but I would still get to play with physical components.