Ogre: MMORPGs are meant to be played for months, you need to add content over time. Since anyone playing such a game has an internet connection that can run a game online distribution (especially when we're talking about stuff that would otherwise end up on a GBA cart, i.e. a few megabytes) wouldn't be a problem. And not having to buy an expansion pack where the medium already costs 15 bucks is a major convenience (and addons costing as much as the original game surely isn't nice). That way you wouldn't have to fiddle around with tons of addon carts.
Chao: While maybe faster (depending on your internet connection downloading might be faster than going to a store, we're not talking about gigabyte downloads), physical expansion packs are too expensive (DS games cost 35 USD, a GBA cart costs about 10-15 USD just for manufacturing, add a profit margin and you end up with 25-30 USD, almost as much as a full game) and unhandy. Unless the data is downloaded from the GBA cart and stored on the DS cart, you'll always have to carry around two carts of different sizes when playing an expanded game. Even worse when there are more than one expansion available. With an MMO you'd definitely have more than one expansion so you'd need to store them on the DS cart, could just as well download them from the internet instead of a GBA cart.