It appears that part of the physical edition of Grand Theft Auto: The Trilogy – The Definitive Edition on Nintendo Switch needs to be downloaded separately.
As reported by VGC, the Switch version of GTA: The Trilogy has appeared on the US Target website, along with new details and what looks to be the official box art featuring the three games included in the Definitive Edition–Grand Theft Auto III, Grand Theft Auto: Vice City, and Grand Theft Auto: San Andreas.