They did it multiple times. With SFC and Game Boy they had "Nintendo Power" cartridges that were essentially flash carts that could be loaded with games at kiosks.

It's so weird that Nintendo can be forward thinking enough to do something like the Disk System and its successors but fail so hard when it comes to the internet and online distribution.

I believe you can actually still download games and stuff to a sd card at Nintendo kiosks, for use in a switch