(1) I've already looked into it, because I don't enjoy shopping. I prefer to do my purchases online, but online food costs about twice as much.
No difference in price here. I can even use coupons online. Some supermarkets even have iPhone applications to make ordering easy.
(2) Believe me - a UPS or other delivery truck makes a LOT more pollution than my 80 MPG ULEV Honda hybrid (insight). My car emits a few hundredths of a gram per mile, while those trucks emit about 1000 times more (per EPA regulations; or lack thereof).
In London, supermarkets such as Sainsbury's use electric-only vans.
(3) I don't trust that they can get spoil-sensitive food to my house as fast as I can. I have no desire to get soup instead of frozen yogurt/ice cream. Or curdled milk instead of fresh milk. I'd be afraid to eat it.
Wait, you don't have refrigerated delivery trucks in America?