Several reasons...
1. The 4 million number is not the number of Day One iPhone deliveries. It is just the number of iPhones pre-ordered in the first 24 hours, therefore it includes iPhones that are still on the production line in China with delivery dates a month away.
2. Queuing up at an Apple store on launch day is a nightmare for all involved. Being 2014, it is common knowledge that pre-ordering at the earliest opportunity is the best way to get any product in time for launch.