There are already systems in place to deliver goods from
multiple companies right to the home -- they're called
the UPS, DHL, FedEx, etc. Why settle for some interim step?
It costs money to maintain a retail location, which would
likely eat up any cost savings gained from your proposal.

Any location with a sufficient population density to support
your proposed local depot will support a big box store.

AIUI, Walmart (and perhaps others) already have online
operations, again with delivery straight to the home, no
intermediate step.

Are you proposing that different companies would share the
remote warehouse? Why would potentially competing entities
want to do that? I doubt they'd entrust their warehouse
operations to a third party, much less one that also services
a competitor.

It's easy to set up straw men and knock them down, but there
are good reasons why the existing retail infrastructure is
the way it is. You'd have to demonstrate very compelling
advantages why business would want to change to your model,
and you've failed to do so.