The problem is that cheaper air shipping means it may very well be in the same plane I'm flying on, insane as that sounds. Then multiple middlemen all trying to get their cut, etc.
Shipping is infinitely more reliable than airline baggage, which is weird to me. The difference in loss rates is like 100 to 1. Everyone knows someone who ended up with missing baggage if not themselves, but its incredibly rare to lose a tracked postal package. I really don't understand this beyond maybe baggage handlers are more likely to be thieves than USPS mailmen.