Big trucks filled with stuff delivering a few things to each of many places is less efficient than personal cars delivering big loads with lots of things to one place.

Your SUV with a Costco haul is probably driving less distance per person and carrying MORE per person while being a smaller more efficient vehicle.

Amortizing fuel per item or distance per item I'm betting the personal vehicle wins while also being better able to deliver perishable/frozen items.

(also the likes of Amazon are terrible to employees in order to make margin while Costco is the opposite)