Because the postal service is rubbish most of the time.
I do all my Christmas shopping online but I have to inform my neighbours that I'm sorry for the hassle in advance. I work during normal working hours, thus all my parcels go undelivered, especially if it needs a signature. The postman will bother everyone on the street rather than leave it (because that gives him/me liability for it, depending on who decides he can do that) and I end up with 2-3 red parcel collection leaflets a day in December between the various members of my household.
If the neighbours have taken it in, I have to chase round them all to find out who and where and hope they're in. In one case I had to initiate a lawsuit because Three said they'd delivered my new contract phone and tried to charge me for something I'd never seen (and try to hold me to a contract that I'd never signed because it was in that lost parcel!). If it's gone back to the depot, I am graciously allowed to collect it from there between the hours of 8:30-4:30 on weekdays (so, that's a "never" then, to anyone who works) and up to 1pm on a Saturday, from a depot that you cannot park anywhere near. Near Christmas, on a Saturday, if you're not there at 7:00 am to start queueing, you won't get your parcel. And I won't risk parking near it because you stand a good chance of getting a ticket if you ignore the markings because the traffic wardens appear out of nowhere on a Saturday when they know it's easy-pickings.
If you do manage to get to the front of the queue, it's a 50-50 toss-up as to whether they currently are trying to redeliver your parcel while you're there. If they are, you're stuffed and might as well come back tomorrow because you won't see them if you rush home, and you won't be able to queue again, and you can't wait for them to return because the customer service bit closes before they do. So, in effect, you just better hope that you get it before they send it back to the sender.
Do I live out in the sticks? No. I live in a large well-known town inside the M25, and the Royal Mail depot is only two minutes away (fortunately).
That, of course, is all assuming your parcel was sent by Royal Mail. There are myriad other companies who all do the same tricks, with depots in different places, one of which is miles from me through busy London streets (Hangar Lane Gyratory! GAH!). Last time something was delivered by them I ended up forcing them to phone the delivery driver and get him to drop off the parcel I'd come to collect by appointment that he'd taken out for delivery. I had to sign papers and argue like mad to get them to drop it over my garden fence so that it would be there after driving back (which took 45 minutes).
Then, of course, you have the times that things DON'T go according to those courier's plans anyway (lost parcels, customs charges, "we forgot where we put it but it's here somewhere", etc.) . About the only reliable company to order from is Amazon who seem to employ a company that consists of ordinary people in their cars who drive around at convenient times to deliver their parcels. They also operate a decent returns service that involves popping to a local newsagent who takes your parcel for them, so obviously they trust the Royal Mail and large courier companies as much as I do.
Online ordering is perfect. So long as you have a mail system that works, or are ordering things that are large enough for them to pre-arrange delivery. Otherwise, it can be easier to walk into town and get the damn things yourself. I've done my entire shopping for Christmas online for every year since 2000. It's steadily getting worse, to the point where I'm considering not to bother for some things. And it's nothing to do with the online stores, the payment, or anything else - it's to do with overworked, understaffed, useless, inconsiderate delivery companies that assume everyone is off work all day long every day and won't take responsibility for putting a parcel in a half-safe place (I have run one parcel over because they left it hidden on my driveway, and I've had one just left - with hundreds of pounds of IT equipment - on the doorstep for 18 hours in plain view with the name of the company visible, with even a "signed" delivery note shoved through my door that would cost a fortune to contest if it had gone missing).
Online ordering only works so far as mail-ordering works. When I have to catch my neighbours to warn them of an expensive parcel coming, mail-ordering is severely lacking.