Guests should definitely ask first because it's truly outside the scope of a room rental. I don't have a house rule because it comes up so infrequently (most of my guests are 2-3 night), but yeah - I'm renting a couple rooms, not running a mailbox service!
One group asked to have some things sent to my house. They were expats, coming back to the states for a wedding, and the boxes were from Amazon. In their situation I had no problem with it - espeically because they were polite about the request, thoughtful on the timing, and left it open for me to refuse.
"fulfillment shipping on the scondary market"? Nnnnoooo. That could be seriously sketchy, so I understand your discomfort. Any kind of shipping/receiving that involves bills, questionable vendors, or government residency/benefits would be definite "No" from me.