I prefer to have somebody else to take delivery of my stuff as well. An exception is that my

delivery, a Beijing perk, goes straight home. I don't do grocery deliveries, but if these, like internet shopping in general, happen within the hour and not like today next day or next week, home delivery would get the edge.
Calling goods transport a strain may be an exaggeration, but a slight one, and some places it is no exaggeration at all, like here in China. Internet shopping is clogging the arteries, though in this case it is a part of the general transition from nothing to buy → local stores → shopping malls → internet shopping within a couple decades.
The problem is particularly large upstream. You can't pack and ship internet shop packages as efficient as you can stack homogeneous products. Internet packages are essentially packages of packages, and you wouldn't want to use lossy compression techniques to make them smaller either.
However, goods transport is very significant in the cities as well, particularly the city cores. Counted in vehicles the vast majority consists of private vehicles. However, most of these are used for the five times daily commute. A private car spends almost all of its working life unused, parked somewhere. Not so the van or the heavy truck. Not only do they travel much more, they have a much higher payload. The commuter payload is the driver and maybe a cup of

, while delivery vans and trucks are typically filled up. This makes them heavier, with disproportionate damage to the roads and pollution to the environment.
A Norwegian study showed that while private cars comprise 70% of the traffic in major urban areas, they only cause 30% of the NO2 pollution (I couldn't see any data for other pollutants), 60% are caused by vans and (especially) heavy transports, 10% by buses. The city cores tend to have much less private car traffic than the city in general.