Of course they do. If I order a huge meal, they will use more electricity and gas (no matter how incrementally small).
But the question remains: who cares? Their payment processor will charge by value. Do you demand to know who their payment provider is and what their terms are?
I think the negative effects really come from the delivery suppliers also being the digital shop fronts, so it's not easy to just switch to another delivery company, nor to start a competing delivery company.
But the question remains: who cares? Their payment processor will charge by value. Do you demand to know who their payment provider is and what their terms are?