That’s right! In 2023, the last two physical releases of OS X (not macOS) are being removed from online shelves.
Apple Mac OS X Lion was released both physically (as a USB) and digitally in July 2011. OS X Mountain Lion was released in July 2012. Mountain Lion was the last time you had to pay of a Mac OS upgrade.
The reason why Lion had to exist as a physical release was the fact that Lion’s upgrade was offered through the Mac App Store. This posed a problem for those who didn’t have it installed. The App Store was introduced in Snow Leopard. So anyone who wanted to upgrade from an OS older than Snow Leopard would need an installer or purchase all the upgrades needed to get to Lion.
These two OSes have been discontinued for quite some time, the digital versions are still available for free for people are still hanging on to some older hardware.
While it still isn’t secure, good for you!