That is a very interesting idea: to build small tunnels / raise along the side walk/streets for small robots/drones.
It even does not need to be a tunnel: a covered trench, 50cmx50cm , would do the trick.
We have tunnels (in cities in the UK), they're called storm drains. Using such tunnels for deliveries when it's raining would be right out.
However when cycle lanes are put in, alongside them we could have delivery-bot lanes, maybe? Although if you have to install infrastructure then it might be as well to go full Futurama and have giant vacuum-delivery tubes.
NYC does have delivery tunnels! Or tunnel, probably. There’s a tunnel in manhattan under 9th avenue that connects the Morgan postal sorting facility to the Farley post office!
I remember seeing a big one of these built at the CCC Congress. It had some bugs but people were able to use it to send capsules all over the convention center. It was a cool steampunk alternate future kind of experience.