I used to feel this way too, but it might be misguided. Imagine a hundred people all driving to the mall to try on clothes - that is 100 cars making 200 round trips, plus all the electricity wasted at the mall on HVAC, lighting, as well as all the items that don't get bought and the army of trucks to supply the mall with products.
Those 100 people could all be served by a single UPS truck making one big trip. The whole thing might be greener than the old way, even with all the wasted boxes and returns and whatnot. It is certainly cheaper, which keeps a hard lid on resource use.