Maybe it was just my neck of Europe then. Trucks would only go to supermarkets on the big roads where there's strict physical separation between traffic and everyone else. They're also position on the edge of the city next to the ring freeway so that trucks have a short path from freeway to supermarket.

Deliveries inside the city are done with smaller lorries which are a bit safer maybe. If not safer, definitely more practical on tight inner-city streets.

I don't think it's practical for trucks to be designed as pedestrian safe as modern city buses are, so it's better to keep them away from pedestrians as much as possible.