bellwilliam --
Sorry, I don't have an answer. When I'd purchased (Thalys) tickets from sncf-voyages, I'd had the option of picking them up at the station; apparently, either the rules have changed or different rules apply for the tickets you're seeking.
One possibility: the first time I bought tickets from sncf-voyages, I didn't know about station pick-up, and faced the same issue of their inability to send to a US address. So, I gave them the address of the 1st hotel where I'd be staying, and also faxed the hotel to let them know that rail tickets would be sent there and my reservation information. I was extremely pleased when the tickets were actually waiting for me when I checked in.