Sure you can, if that's more convenient for you. Personally I find it much faster to install from the DVD, and I imagine I'm not alone.

Why don't you just use your package manager? That seems a lot simpler... and a lot less environmentally wasteful.

Sometimes things in the package manager can be a bit out of date. For the great majority of LaTeX-ers it may well not matter, but some people want or need up to date.

Some people also prefer the layout (where various configuration files are kept, for instance).

But the DVDs are once a year.. I find it hard to believe that if you cared about the most up-to-date LaTeX distribution you would update once a year via DVD.

I'm sorry? Tex Live, MacTeX, and MikTeX all have a utility that you use to make updates online. Something like this, for TeX Live.

     tlmgr update --all

As for the CD distribution, which sometimes people point to as showing that TeX is somehow 90's-ish, I'll just say that the world is full of all kinds of people in all kinds of circumstances. People want them, so the developers provide them.

I don't even think I have anything to play DVDs anymore.