I have a slightly different problem. What I miss about the physical book is its context - that is to say, the cover art, its particular weight, the font face, how the chapter numbers are printed, etc., which give a book its certain "feel." With an e-book, you don't get any of that, so all books have a kind of sameness.
I feel this strongly. Physical books make a deeper impression in my memory. There are all sorts of particularities of how the book was bound: it's size, it's smell, the texture of the paper, etc. It's like the book exists in its own unique space (vs all digital books existing in the single shared space of my computer/reader). I think a book's reading environment loses some richness when all these subtle little details are homogenized.
Well you can get the cover art, but yeah. I mean you can get the differing font faces and etc. if the publisher built that into the file, but most don't go to that amount of effort on their e-books.