Yeah that is a real problem these days with physical copies. Technically when you buy it on Steam you will be able to pre-load days before release and play on Tuesday 00:01 am. If you bought a physical copy you might get it a day before release as well, or on release and then depending when your delivery guy usually shows up it might be late afternoon already and then you still have to install before you can play. This is even worse with Fallout 4 which only comes with one DVD. So you might even have to wait hours to download the game.
I do not know ehether Amazon sends keys as well with your copy, or if this is possible at all, you might want to enquire.