When I lived in the US I used to get everything delivered from Amazon. But now I moved to Canada and Amazon.ca is awful, way more expensive than going to the store. But there are at least three reasons why groceries are different:
(1) Part of the reason why ordering works great is because of returns. You order something from Amazon, you hate it, you can return it for free. With groceries its harder to return things you don't like.
(2) I use Amazon suscribe and save to buy household items like toilet paper or detergent. I would also use it to buy things like canned food or cereal. But if I want to buy fruit, or tomatoes, or cheese, or meat, or bread in which I want to be able to pick them myself.
(3) Shimano Ultegra components have been around for years, they don't change often. When they do change, there is a lot of fuzz about it and lots of people write blog posts and reviews. When I buy a new component, I plan to use it for years, and I do a lot of research before choosing it. Food is different. The food that is available at the store changes often, and the food I want to eat changes week to week.
I think that is why grocery delivery services have still not taken over grocery stores. It might happen, but I hope not. People are becoming more and more isolated, specially in America. Going grocery shopping is not just a chore, it is an excuse to get out there, walk a little bit, and interact with people. Many Americans could use more physical activity and social interaction.