In the case of my local (urban) grocery store, it seems to be the reverse. Coke and beer arrive on their own 18 wheelers that barely fit down the street. Produce is another 18 wheeler owned by the grocery company. Bread, fish, meat, dairy, and chips all have their own medium to large box trucks.

And this is at a grocery store with only 2 loading dock bays directly off a fairly busy street, and a total of about 8 customer parking spaces. This is the absolute best case for unloading everything at a warehouse and shipping point to point with a few box trucks instead of making it a stop on everyone's literal or figurative milk run, yet they don't do it.

I'm pretty sure reducing truck-miles barely registers when it comes to "efficiencies" in logistics.