@Carmen856 I started a thread about this a while ago. I will post it here if I can find it.
I also ask guests not to have mail sent here (it's stipulated in my house rules) but unfortunately a lot of them just ignore it. Either they ask me if it's okay (but only after they have given out my address and the mail has already been sent) or they don't think to ask. This has included registering bank accounts and credit cards here and using my address as a payment address.
I have plenty of reasons for this rule and, whatever those are, it's my choice. Guests are supposed to read the rules before, or at least when, they book and stick to them. If they don't like them, they don't need to choose my listing.
You have your reasons, which sound pretty valid to me, so I would politely say no and offer them alternative suggestions, like renting the box you mention.