Because for those of us with 9-5 jobs, going to the store is actually a simpler process than waking up, pre-ordering, and then driving out to some FedEx package center to get our phone.
If FedEx and UPS would stop with the ridiculous "we only do home deliveries while regular people are at work" policy, maybe I'd consider doing the ordering thing.
As is, if I have to drive to do something, I may as well just go buy it at the store.
I just use my work address for deliveries. Simpler for everyone.