That was half the appeal back then in the days of early CD-ROM. Instant access to a database much larger than what even would fit on your HDD, often 30, 40 or even 20 megabytes.
Even several years later when drives were larger, it would feel like a decadent luxury to install the contents of the CD fully onto a HDD. In 1995 my computer came with a 420 megabyte, a CD would not fit even on that. I upgraded it to a full gigabyte drive a couple of years later, I still had no room for a full CD install. I had the OS, some programs and an album on mp3.