It's can be a hassle. It can take a lot of extra time, and there are many ways something can go sideways. Payment issues, transportation issues, damage in transit, being lost in transit, falling off a forklift/dock/truck, being stored outside in poor weather, unhappy/nitpicky buyers. There's a lot that can happen.
Several things have to go right for a successful delivery to happen, but if just one thing goes wrong, it can turn into a big headache.
It's simply not worthwhile to a lot of people.
But, some individuals have no trouble and ship fairly regularly. Retailers that ship games regularly have a streamlined process that probably makes things a lot easier.
Personally, I just don't want to take the time or risk. But, I also live in a reasonably populated corner of the country, so buying & selling locally isn't usually too difficult. People in more remote areas may have fewer options.
