Last time I went to collect from a depot, I was told that they couldn't release the packages from there without authorisation from the sender. The only way to collect was to organise re-delivery at an extra $6 IIRC.
Not all suburbs have a depot whereas most would have an Auspost. For instance, and using my example above, the depot was a good 20 kms away from where I live. Not exactly a quick trip.