The problem is they instantly get polluted with the same junk as amazon which is really the opposite of what you want - people who want to bail from amazon want a curated experience, with fast shipping times and high quality and good service. "The costco experience" so to speak. It is possible for retailers to provide that for their normal inventory/stocked goods, if your stereo doesn't work you pack it back up and take it back to best buy, but once you bring the marketplace into it their advantage goes down the tubes, because that has to be returned to the seller and now you get all the downsides of amazon and none of the upsides.
There have also been some attempts at setting up "distribution centers" like Shoprunner to consolidate the backend and build those economies of scale that amazon enjoys. But that is a "light a giant pile of VC money on fire and hope it starts the reactor" thing too. It seems incredibly questionable that you will ever reach critical mass.