Why would I buy something online and then drive to pick it up?
The only thing I can think of, would be: If I'm driving over there anyway, for my non-online purchases (groceries).
I have a few grocery stores that I visit fairly often, including one that I visit nearly every week. (None of them happen to be Wal-Mart but for the sake of the arugment, let's pretend one of them is.) I'm never going to buy beer or porkchops or bread online from Amazon, but if I were at my grocer's checkout, and after I ran my "discount" tracking-cookie consumer-analytics card, the checker were to say, "Oh, Mr. Sloppy, your online-shopping crap has arrived," and then it somehow got dumped into my cart, I guess that'd be pretty cool.
That just means my grocer is somehow the bulk shipping destination (a truck with a lot of peoples' orders pulls up to it, instead of driving all over the the neighborhood), and then they have to store it until I show up for my weekly visit, and ..
..you know, this actually sounds like a lot of expense and trouble for them. I'm skeptical that it'd be cheaper. But if somehow it were cheaper than having a guy drive all over town delivering packages, ok, I'm game. (But you're right, I think. This ain't happening.)