Now, I may be completely wrong about all this, but I'll try to explain what I think might make the difference to why DVDs and CDs don't face this same problem with releases...
I think the BIG difference is the type of media that's on the discs themselves. Most of the time with movies and games, they are taking things that have already been filmed, edited, and released to the public, and just putting them on a disc. The movie has already been finished for a few months. People have already seen the final product in theaters. If they really wanted to, most DVDs could probalby be released the same day as the movie was released to theaters, but in order to get the most out of the movie's theatrical run, they hold off on releasing the DVD for it until it's run is complete. So it's not hard to understand how a DVD can be burnt, packaged, and shipped to retailers well in time for it's release date. They just take what's already done, (for the most part) and slap it on a disc.
But video games are a little different. Nobody sees the final product until it's released on disc. Most games are not finished until the last minute. Sure a game may be good enough to ship to get to stores 2 weeks early, but instead of rushing that disc out and having it sit there in the retailer's warehouses until its release date, why not use those 2 weeks for more debugging and testing of the game?
Now I know that still doesn't excuse something being advertised as being available one day, when it's really not available until the next day or two, but it does, IMO, excuse why we don't see the games getting to stores early, like we do for CDs and DVDs.