I remember it included both a floppy disk and a diskette, so you could choose a suitable one for your system to boot from, and continue with the CDROM. (a 1x speed Mitsumi drive with manual sled loading[0] at the time)
Booting directly from CDROM media wasn't even available until mid-90ies if I recall correctly.
This link is from a few years before the Debian described in the OP, but it was about the same scenario. But either way, these were way before the commercial boxed Linux OSs were available. And this was still back in the day when having CDROMs pressed and shipped was still more efficient and cheaper than online access.
[0] https://www.linux.co.cr/distributions/review/1995/0920-a.htm...
[1] https://en.m.wikipedia.org/wiki/Yggdrasil_Linux/GNU/X