I think 'collect mail anywhere' is part of stock client. You can address mail to yourself (using 'send parcel' from storage npc) and attach RTs for example, and later in a cave you can collect those RTs from the mail.
But there is a filter that allows only some items to be mailed, to yourself or others. Buying from GS and collecting in field, without storage mail npc is a different thing, at least the way I see it, from the player point of view.
I don't use GS much but if you buy from it and then collect the parcel via mail npc, you don't need to open the mail and get the item from it right away, perhaps you can do that last step anywhere? So if you buy exp scrolls from GS and collect their parcels from npc in advance, then in caves you can open your mail and collect items from it, same as with the exp scrolls example above, right?
You can always remove all and any such barriers on your server but I don't see much point in it. Servers that typically would allow this also pretty well always allow teleporting everywhere and even put storage npc in SZs to save you some steps, so unless you are camping deep in a cave where you can't teleport back, it is a matter of seconds to access this npc.