When I worked at the YMCA, I remember receiving my first paycheck in the mail. This was because my bank account wasn’t all the way into their system for direct deposit yet.
I’m willing to bet for many places of employment, a physical paycheck is also the default. 6.5% of Americans don’t have a bank account, so they can’t do direct deposit at all. There is a good number of people who have always received a physical paycheck who haven’t gone through the process of direct deposit, such as my grandparents.