When there's a lot of housing there, people sure do do their weekly shopping downtown - but it's mostly the people who live in the area. I lived in central Philadelphia for 7 years or so and when I needed groceries, I walked to one of the grocery stores in the neighborhood. I mostly wasn't carrying a ton of stuff on the train, but that's because there were shops close enough to walk to instead anyway.

(Though also, you can fit a lot of stuff in a cargo bike.)