Amazon and others are trying this with food delivery, package handling, etc, and either the industry is smaller than the newcomers think it is (food delivery) or the industry is already so low cost that it can't be scaled well unless you have a certain amount of volume consistently transiting your infrastructure, which Amazon and DHL have been unable to hit nearly anywhere.

DHL at this point is just for same day business deliveries (where they have done an excellent job too!) and Amazon is just trying to break even on this being their own shipping company business, which is not going very well.