Amazon do have their lockers. The problem with Amazon Lockers is that they're expensive. Even with prime it still costs extra on top (similar to one day shipping) to have it delivered to a locker.

I've noticed Amazon require a signature a lot LESS often now which does reduce this problem (since it can be left), and I guess Amazon are picking up the cost of the 1-5% of stolen packages.

PS - I've only had a single package in the last two years simply disappear (after it transitioned from a carrier to the USPO, it was a packet of underwear).