Rhythm Heaven Megamix. If I remember correctly, the game was shadow dropped on the 3ds eshop and there's still no physical version.

Rhythm Thief and the Emperor's Treasure. This does have a physical rrlease but had VERY limited stock so the eshop is one of the only ways you can get it without having to gamble with ebay.

Harmoknight is also a good eshop only game made by Gamefreak around the time Gen 5 was released.