Some delivery seems to work given sufficient density and/or volume, e.g. NYC Chinese food or Dominos. Of course, the delivery drivers/bikers still make very little.

But the evidence suggests that given US labor costs and relative equality for much of the population, it's generally hard for middle-class or even upper-middle class to justify paying people to run errands for them generally. I'm not sure the economics of fast delivery are all that different from when kozmo.com was around.