At least not on the level of "package is badly damaged" or "package gets lost/stolen". There's still the issue of limited opening hours which is a hard issue for people who are working themselves during business hours.
Also, the delivery companies that are not DHL have quite sparse pickup locations, which means more time lost on commuting.
I think most kiosks and other locations that serve as pickup/drop-off spots have better hours than the delivery driver.
They tend to open at around 7:00, and close at 18:00 or 19:00, which is much easier to schedule around than a driver who might deliver between, say, 7-17.
Also, the delivery companies that are not DHL have quite sparse pickup locations, which means more time lost on commuting.