We live in a rural area and had a mail box, but we took it down as it seemed to much of a temptation even out here. Instead postie leaves the parcel in the shed and sticks a note through the door if we're out.
I'm lucky I know, but they do have many more parcels to deliver and I think they're only trying to be helpful by suggesting they leave them next door. Consequence of the internet shopping boom. If you work you could think about having parcels delivered there; again that suits some and not others.