Hi,
I'm afraid I'm not the one to ask about current- (or even "past-") generation games unless you want to hear there's not a single piece which would make me buy a console. Whichever is remotely interesting has or ends up getting a WIN version, which, by nature, is a better platform to play them on. Physical editions, on the other hand, are either, non-existent, or laughable attempts at it.
For PS4/console exclusives, there are the Arc System Works fighting games (the ones with 3-D graphics, 'cause for the 2-D ones, I'm sure there are better systems to play them on) and now maybe Million Arthur: Arcana Blood, the Super Robot Taisen games if you're into it and I've always been curious about Grand Kingdom. The Shot Triggers series titles don't get extras enough to compensate the downgraded experience they are against the original versions, but if you don't have a CRT these days, they're the best way to play them for now, I guess. Other worthy revival releases such as Wild Guns Reloaded, Game Tengoku: Cruisin Mix or Juusou Kihei Leynos (?) have WIN versions. Then there's the stuff which will hardly go beyond the condition of curiosity -- Radio Hammer Station, Yuusha Neptune: 'Ultimate RPG Sengen!!...
Never enough to care when there's so much good old stuff in need of attention.
Use the "PS4" phrase to make a search here; all of those got a thread in the main subforum.