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.