I used that, once, during the early stages of the pandemic to avoid going into the store.

They showed up outside of the expected delivery window, left a stack of drywall in my front yard in the rain, and didn't ring the bell or notify me in any way. I found it several hours later.

While I understand they were likely overworked due to Covid in this instance, this kind of thing happens often enough I can only use it when I have space to securely store materials delivered several days before I need them.

To their credit, Home Depot did refund me; but I still had no dry wall when I needed it.

Also, you can't get immediate delivery when you're in the middle of a project and mess up a cut on your last sheet of plywood. There's no ctrl+z with a saw.