It seems to be the case that if you buy the physical copy of Spyro (regardless of console) only the first game is actually on the disc.
Games 2 and 3 require downloading. Naturally i've seen a lot of angry people and it may mean buying the trilogy preowned at a later date would only net you the first game if the others are downloadable via a code.
This is honestly maddening, I buy physically so I actually have what I'm paying for. While personally I'm not fussed about resale value, unnecessary/large downloads are extremely annoying as somebody without incredible internet too.