Is your Correos box a regular PO BOX? I tried getting shipped things to a Correos P.O. Box with Amazon and they often sent by SEUR or similar and they were unable to ship it to a Correos PO Box and requested manual pickup.

I agree with other commenters that this behavior is not very dark and probably mostly bad UX, but it stuck me as they maybe not telling me that due to regulatory/shipping/safety issues it was better or more economic to ship directly to home.