If I wanted to pick up packages, I'd go to stores and buy things. I don't want to go to the store though, so I pay Amazon to deliver it to me.
What it comes down to for me is, I don't hate going to the store, I hate shopping at the store. Typing "16GB USB Drive" into the search box is much easier than wandering down multiple aisles trying to figure out whether that particular store put the USB sticks with the laptop accessories, the camera storage, the office supplies, on some unrelated endcap, or behind the guy standing inconveniently in front of the display I'm trying to look at.
And don't forget, the costs can be much lower when using parcel machines. For example in latvia ,it costs 2 euro to send a package from a postal machine to a postal machine, versus 3.6 euro from a postal machine to someone via courier.
And e-commerce users really hate to pay for shipping.