Dr. JK said:
If the cops are involved they would want to deliver the package, i.e. the agent.
By going to sign for it at the postal outlet in the nearby shoppers at your own time, makes it more difficult for this to be a sting.
That means they are sitting in their car around the clock waiting for you to show up (costs way too much time/money) OR the postal clerk has been told to call them when you pick it up. By the time they get to you, the package is somewhere else (lost evidence)...Follow my thiniking?
You have to be someone big time for them to invest all that time/money.
Anyone can sign for that package as long as they provide identification and the postal slip.
Personally, I would clean the house just in case of visitors, get the package (you or your girlfriend or other), bring it home and don't open it for 2-3 days.
If they want to get you they do it very quickly and on the spot, not after a day or 2..
Peace