If you download the iso files and are only going to watch from your computer, you can use VLC media player. You can google it to find exactly how to do it. It’s a very simple process. Doing it this way will let you still have a menu and extras without burning anything.
How big a quality difference is there in the latest release vs the v2.5 (17.8 GB) release?
Also no way to get the .ISO version so burning to disk can be bypassed?