Let's say you and I can both buy a shelf at Wal-Mart for $10. Now I start making shelves for myself instead, and make an exact duplicate of Wal-Mart's $10 shelf. Should my nearest Wal-Mart be required to buy my shelf for $10, transport it to your nearest Wal-Mart, and then sell it to you for $10? They have trucks already, so why should they charge me for the transportation costs?
That's exactly the case. If they charge residential customers $0.10/kWh, you don't think all $0.10 goes to pay for the power plant, do you? They have to transport the power from the plant to the customer's location (which has loss in the system; they have to generate more than 1 kWh to deliver 1 kWh), they have to meter how much the customers use, bill for the usage, maintain the system, etc.
Pick-up and deliver only makes sense when you get more for the delivery than you pay for the pick-up.