No CDs big enough, sure. Most modern consoles (like PlayStation and Xbox) use Blu-ray as their disc type for physical copies of games. Those can hold up to 100 GB for PlayStation 5 in particular.

Regardless, even if the disc isn’t able to store enough data to hold any one game, it isn’t immediately a problem. For example, the physical copy for the PS4 version of Red Dead Redemption 2 came with two discs to hold all of the data. There are ways around any data capacity limitations more often than not for physical media.