It appears that Senua's Saga: Hellblade II is finally getting a physical release, which could align with the launch of the game on PS5. Since the game's release on Xbox and PC, it has only been available digitally.
According to VGC, that is about to change very soon. A new ESRB listing caught by the outlet lists Senua's Saga: Hellblade II as having a physical release for PS5 and Xbox Series X/S, with Limited Run Games as the publisher.
It appears Limited Run is also working on a physical version of the original game - Hellblade: Senua's Sacrifice - for the Nintendo Switch. With the PS5 release of the second game looming, perhaps we'll see these additional releases announced alongside its launch.