There are many difference between grocery shopping in the US and UK cities, but by far the biggest is that in London, a lot of people live without a car. This means walking or taking the bus to the supermarket. (Eg: in San Francisco, 28% of households have no car [1]; in London that number is 60%. [2])
Home delivery allows Londoners to buy the type of and volume of products you want. (I'd rarely buy a 6-pack of 2-liter orange juice cartons alongside the rest of the groceries when I had to walk 30 minutes back from the store.)
Without a car, you also have to make more frequent trips to the store, increasing the overhead of shopping. Being able to drive to the store for a 'big shop' every week or so is much more efficient.
[1] http://en.wikipedia.org/wiki/List_of_U.S._cities_with_most_h... [2] http://cyclelondoncity.blogspot.com/2012/12/census-data-car-...