The vast majority of those Amazon packages are for one thing. When the inefficient pickup truck comes back with a whole weeks worth of $200+ groceries, that further increases the efficiency of the home buyer.
It's unlikely that a daily commuter would go to Costco for just one gallon of milk or a few batteries. But I know from my Amazon deliveries that single items are delivered all the time.
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Anyone grabbing just some extra milk or toothpaste is likely grabbing it at an even more convenient store, like 7-11 (mostly because you can't buy one toothpaste at Costco lol).