1. many items are despatched within 24 hours and you'll most likely to get it the day after. that's not really a long wait. apple has got one of the best shipping out there -- compared to dell for example, they take at least a week for a fully stocked item to arrive.
2. you can ship items to your work place (see apple store help)
3. and visiting the store yourself does not incur any risks at all? shipped stuff CANNOT get lost because they need to be signed-for on delivery.
I think you've provide one reason why people buy in-store above... little point getting stuff shipped if there is no one there to sign for delivery. Then, all you get is a little card with a number to rearrange delivery and an address where you can pick it up from, which in London anyway, is usually a god forsaken industrial estate in the middle of nowhere.
For some strange reason, delivery companies mainly deliver in the middle of the day when people are out working...
Delivery to work can be ok... but there was a strange thing that only may have been in the UK, that they would only ship iPhones to the credit card registered address which ruled out work in that case.