The first thing I would point out is film isn't actually analog. Light is collected on grains of silver. Since it is a grain, or piece of silver material, there is space between the grains, so it is not truly analog. But that is sort of a technicality.
But to answer your question, it is true that printers can't print at the resolution a sensor can collect at. But, as kaj_e pointed out, that isn't the reason for shooting RAW or at high megapixels. With RAW the advantage is being able to interpret the data according to taste of sorts. In other words, Adobe Camera RAW interprets the data how it feels is appropriate, and Nikon Capture interprets it as it sees fit. Also, compared to JPG, which is the camera software interpreting the data and then reducing it to 8 bits as opposed to 12 or 16 or whatever the RAW data is, RAW gives you more data to work with. The advantage of working with a higher bit depth is you have less possibility of having rounding errors cause weird things to happen with colors, like posterization. A simple demonstration is if you had these numbers representing colors 13579 but your color space could do 123456789 and you wanted to shift 5 a slight bit lower, you could shift it to 4, but if your color space only had 13579 you would have to shift it to 3. That would leave more difference between 3 and 7 than 4 and 7 would be, so you might be able to discern a difference between the two instead of it being a nice gradual gradient. Have you seen photos that seem to have banding in a solid blue sky. That is caused by the same principle (though its usually done by jpg compression). That's a very simplified explanation, but hopefully you see the point. The point of having more data to work with is better and has less chance for problems. If your photos are perfectly exposed every time and you don't have to edit them much you may never see the difference. Here's a nice article that explains a bunch of it
http://www.rags-int-inc.com/PhotoTechStuff/DigitalFilm/