Why should they have expanded outside their scope of operations? They are very good at what they do. They have massive infrastructure backing up what they do. Amazon has very little of what they have spent decades perfecting and continue to improve upon. Amazon is NOT a logistics company. Amazon does not have the fleet of vehicles, the Army of drivers with years of experience making these deliveries, the aircraft and flight crews, the high volume sort centers for moving packages quickly and efficiently across the country and around the world. They are a sales company with a decent logistics branch, but they are not a logistics company.
Logistics is all UPS and FedEx do, Amazon cannot hope to build the comprehensive global delivery networks and routes that these companies have, not overnight and not in a way that will undercut what UPS, FEDEX and the USPS charge. Drones are a pipe dream, no way any major city will allow their airspace to be as totally flooded as drone deliveries would require. And not feasible in more remote areas.
Anyone who thinks Amazon can just decide to get into the delivery business has no idea what the scope of such a project actually is.