From my consumer perspective (mostly Amazon Prime packages):
I've probably had 1 or 2 random lost/stolen packages over the last 6-7 years, from a handful of locations. There's more that randomly go missing for a day or so but those are usually carrier issues, and not lost, but delayed.
From my business perspective:
We're a semi-large FBA seller on Amazon and have had 100,000ish orders over the last 2 years. I've received many messages before where customers claim to have packages go missing, but a quick reply notifying the customer that we'll get x carrier to investigate usually gets a quick reply that they found the package.
To us, this is more of a numbers game where we allocate 0.x% of revenue to lost/stolen/damaged packages and then just try to minimize the losses on a case by case basis. Our main goal is to have happy customers that receive what they ordered, so if there's any delivery hiccups, we always take the liability and quickly replace or refund.
Bonus Amazon tip:
Delivery confirmation w/tracking information isn't proof of delivery for packages, and they'll refund/replace orders even if the tracking details say "Delivered". This makes sense when a package gets delivered and someone steals it before the customer takes possession of it.
As a seller on Amazon, in the event of a problem/claim, Amazon requires signature confirmation to guarantee that the package was actually received. Signature confirmation is expensive so it then only makes sense for packages valued at $300+. (Products in Electronics might be different w/higher loss rates)
IMO, damaged packages are a bigger issue, but then that becomes mostly a packaging, then carrier issue.
What's the solution? No clue, but adding friction points such as giving a package to a neighbor, or having to go somewhere else to retrieve your package just slowly adds to a negative customer experience over time and should be avoided whenever possible.