Because P.O. Boxes are quite annoying. Plus, expensive if you want a decently-sized one. Also, if the USPS decided to check the contents, and found cash and small envelopes, there might be a question about the legitamacy of the box's operation, and especially with "ZOMG TERRORIST UNLESS PROVEN GUILTY," the cash could be seized, and Anthem would be in trouble.
It can't be a charity because it doesn't meet the requirements, also, too much legal stuff.
