BSNL would get more subscribers if they freaking make it easy for one to get a SIM card.
From my understanding, you have to go to their exchange to get a SIM or get anything done about your connection.
I mean seriously... What decade are they living in? Few months ago, I tried the home delivery route I was told by calling one of their agents. Nothing came out of it.
It is not that easy and therefore they need this marketing ploy. It is not about you and me, it is about an avid follower of Baba Ram Dev. Mind you, these followers stand for hours in line to attend Yog Shivirs, visiting exchange to get things done is nothing in comparison.
I am not sure about your experience, but for almost everything Idea also wanted me to visit Idea store to get things done and so we still live in a decade where visiting physical location is a norm whether you like it or not.