It really isn’t possible for an accounting application to anticipate all the strange things customers ask for.
I agree with your statement in general. But this particular case seems to be quite common. A quick search shows a few requests on this forum.
Creating Branches for Customer / Vendor
Customer with Branches
Suggestion: Jobs or Sub-Customers
Alternatively, allow multiple delivery addresses to be saved per customer, that can be selected when creating new orders/invoices/delivery-notes (as dropdown, autocomplete field, etc). I’d say sub-customer feature is more flexible tho.