To be fair, DAZ (and many other 3D sellers) offers an option to burn to CD and send your purchase by mail. It's expensive, but available to those who fear Bad Things will happen if they download from online stores.

Personally, I've bought hundreds of things from Rendo, Daz, RDNA and other 3D sites and never had a Bad Thing happen. Other than the item was not as nice as it seemed on the product page, that is!