Why is this the case, but the docks do?
The issue is the abstraction of mail in Simutrans in general. You have the problem, that mail needs to be delivered individually to buildings, but can't actually simulate that other than coverage. Otherwise, each vehicle making deliveries would have to be told to stop at each tile in its route. This is why we have letterboxes and road stops with mail coverage, but no mail stops of any other type. The docks are different, because they are staffed so they can handle mail, the docking of ships and guide passengers.
We could make the argument for having docks with and without dedicated personnel for handling goods and mail. If you can prove it makes sense for balancing and realism, write a researched post and it could well be implemented.
I wonder if it just an accidental consequence of Simutrans history. Perhaps in the beginning there was a divide between city buildings (that generated passengers and mail) and factories (that generated goods)? So the stops were divided into the same two groups.
Spenk009 is right; this could be changed if you can give some historical evidence.
I'd say that factories were always separate from city buildings. At least it was when I started on Pak128, from a CD with loads of games bought in a supermarket around 2005.