It is not unusual where you may be purchasing goods that a third party has possession of, such as a warehouse or a bailee.  In such an instance, you should be clear in the contract where the delivery should be made.

Under the UCC, which covers the sale of goods, if the contract is one for goods that are identifiable and are known by both parties to be in a location that is not in possession of either party, then delivery is where the goods are located.   If you agree to purchase a car, and the car is located in warehouse owned by someone else, then the buyer has to pick up the car at the warehouse.