Do you get anxious when you order at a restaurant? There is the same exact uncertainty there compared to ordering ahead by 10 minutes while you are on the way there.
There is a very different uncertainty with a far shorter loop to remedy any problems. I have never sat in a restaurant thinking that [any food delivery-specific failure mode] will arise.
No, I am not driving over, I am at home waiting for a delivery. If there is a problem with what is delivered there is a much longer remedy loop: restaurant kitchen to their table versus to my home.