I reckon the main issue is reliability. In your example of car delivery, if one driver is unavailable, there's gonna be a replacement. You could argue that if one datacenter goes down there'll be another, but those too can fail - see also the Amazon outage last year or whenever it was. And unlike a car delivery, these 3rd party suppliers (like AWS) will severely impact your business if they fail.

Of course, so would a power outage. So IDK, there's pros and cons, as with everything.