I could do that too, but I'm management. I wouldn't be doing anything wrong that way, have my boss sign the package pass and trot back out the employee door all legit with my package in hand.
To me, it's personal preference. Our hub's had theft issues in the past, and I don't want my legitimate actions to even get a sideways glance if you follow. I'd rather take the extra steps and know nobody's chin rubbing and going "hmmm..." when they see me.
----------
IF you're not sure, call. They can tell you what location your house is delivered out of and that'll be the one that it comes to.