It’s not really a practicality thing. Digital equipment is well able to deal with the data quantities of 4k and above that as well and it’s a lot faster and more flexible to deal with because there’s no need to process the dailies in the film lab before you can watch them and people can also make colour corrections live on set to try things out. It’s also easier to make backup copies right away because again, you can do it right there on set so you have backups almost as soon as you’ve shot.
It used to be that the majority of major film releases continued to be film even as the consumer space had already adopted digital formats and this was mainly because of a lack of ability to match the quality of film with digital options and also just inertia from an industry that had a whole infrastructure and set of practices around film.
But quite some time ago now it’s been possible to get digital cinematic cameras “comparable” to film and it has largely taken over as far as I understand, (certainly on the low end where I can speak from experience but my understanding is even major big budget productions too). Where you hear that something isn’t shot digital, it’s usually because that fact is a point of interest in itself and hence remarked upon. In those cases it’s usually an aesthetic choice and part of why I put “comparable” in quotes because it kind of depends on what metric you’re comparing and some maintain that there are unique characteristics to film that they want to preserve in the movies they make, Christopher Nolan is a particularly ardent example of this.
In those cases, even when shot on film, it’s very rare for it to be projected from a film print and is almost always a digital copy of the movie projected through a digital projector and a server.