Bleh, I mean their hard work and dedication, not the money.
Anyways, not every single music is on the DS, sometimes. Take for example the "Memory P" from FireRed's CD. That actually had vocals and different parts in the CD, than in the game itself.
Oops, I spelled contribution wrong. Hehehe...
And you have to take in mind the people who don't want to go to every single cave, city, and so-on to hear the music. The CD is a perfect gift for them.
Lastly, not everyone knows the CDs even exist, and fewer know how to get their hands on them, and even fewer can actually go to the store to get them.
But... this may be starting to get a little off-track, so to post an answer to the original poster's question, again:
No, for right now, you can't get a download of PKMN D/P Soundtrack, because it doesn't exist yet.
Sorry if I offended anyone during my rant.