The only downside to doing this is that you will be under immense pressure to accept the car immediately without inspecting it. When they arrive, the Delivery rep will likely have already called an Uber to pick them up and take them back to their office. But they cannot technically leave until you click Accept in the App. So they can/will fuss and grump at you to accept delivery so they can leave. They will tell you that any issues you find can be fixed under warranty, yadda, yadda. They will tell you that you have 100 miles to report cosmetic things. So after they drop it off, inspect it closely, take pictures of anything that is amiss, and schedule a service appointment for those items immediately.
Quality has seemed to have gotten a lot better in the last few months so you'll probably be ok. But in general, you have more time to inspect at a Delivery Center because the staff aren't held up from working on other things while you crawl around your car. When we did our pickup in Kansas City, they just threw us a key fob and said come back in when you're ready to sign the paperwork. We crawled all over and inside the thing for 30 mins. Probably could have driven it but didn't think to do so. Ours was an end of Q1 car so I was nervous but it was in fantastic shape.