Not an expert in this field by any means, but I feel like most of a helicopter's thrust is used to keep it in the air, even when it's lowering slightly.

Maybe this can be efficient if the drone had a fixed wing so it can glide. Or we can make the "structure" really really tall -- perhaps the delivery plane can launch drones that basically paraglide into the city below, and the drones can fly back to a collection center once they've delivered the payload.