The vast majority of those Amazon packages are for one thing. When the inefficient pickup truck comes back with a whole weeks worth of $200+ groceries, that further increases the efficiency of the home buyer.
It's unlikely that a daily commuter would go to Costco for just one gallon of milk or a few batteries. But I know from my Amazon deliveries that single items are delivered all the time.
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Anyone grabbing just some extra milk or toothpaste is likely grabbing it at an even more convenient store, like 7-11 (mostly because you can't buy one toothpaste at Costco lol).
Non-perishables are fine on a single-unit purchase because again, they're not just going to your house, they're going to dozens in your area every single day.
I know where you're coming from, but there's a reason this whole model exists, and it's not because it costs more.
Costco shoppers buy a lot at a time. Because Costco forces you to buy 4 tubes of Toothpaste, 24 eggs (or 60 eggs), minimum 1 gallon of milk (no half gallons or pints), and like 20 lbs of rice / 10kg for the Europeans who havent been here and like 3000 meters of plastic wrap.
For Costco, the efficiency is the shear size of the shopping carts and shear mass of the goods sold at a time.
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You literally can't buy only one bar of soap or one toothbrush like you can from Amazon.com or other stores. There's efficiency here because of simple mass.
In contrast, I can look out and see the Amazon packages in my neighbors doors. It's all single items across the neighborhood.