There will be a physical release, believe me. Every era I read all the same comments which are doubting there won't be any physical release and boom... Surprise, we get Blu Rays with CDs, DVDs, VoD... You people need to chill and enjoy.
Madge isn't like all these younger artists like Taylor Swift or Ariana Grande whose tours are Netflix exclusives just because their millennial fandoms are on their smartphones only... No need to collect stuff which can be seen from everywhere, everytime... Madge will always sell more with physical releases than with streaming only and she knows that, her label knows that and with this new Warner deal, they won't miss this opportunity. Her collector fandom is huge.