It's also a security issue. People are known as having P.O. boxes to "front" illegal activities. Many online scammers use P.O. boxes to collect checks etc. so that when they start feeling any heat they close up shop and open a new P.O. box elsewhere.
I sell occasionally on ebay and will ship to P.O. boxes but I only use USPS and I make sure to check feedback and prior history before I do so. It's unfortunately, another added risk to doing business that some folks don't feel comfortable taking.