Answers
How is proof of delivery captured?
The courier photographs the order at the customer's door. That photograph is attached to the consignment permanently and is the evidence any dispute is judged on.
In more detail
The photograph is a required step of completing the job, not something submitted afterwards. That distinction is what makes it evidence: a photograph taken as part of the delivery carries the time and place it was taken, where one emailed the next morning proves only that a photograph exists.
It protects the courier as much as you. Someone who did the job properly has a record showing it, which matters to them more than it does to you.