It's probably worth noting that--primarily in denser locations--the rapid delivery of goods is already a thing. Delivery of papers by bicycle messenger (although that has declined), takeout delivery, grocery delivery (which has been around for a long time in many cities but has been getting more systematic with services like Instacart). Of course, there have also been massive failures trying this in the past like Kozmo.
I suspect there's a complicated relationship between density, profit margins and overall cart value of what's being delivered, price sensitivity, and other factors. It obviously does work in some domains and those who already have established something that could form the basis of a delivery infrastructure may be in the best position to experiment further. It won't work for everything or everyone but if fast delivery works for food for example, there's no inherent reason it shouldn't work for a lot of other goods that people can't get easily delivered today.