Yes, the online booking only allows mailing of tickets when starting point of the reservation does not have ticket agent/machines. However, you can call the reservation in and they can tag the tickets for pickup at any station with ticket agents. AND, if you are going for the multi-segment parlee' (which may be limited), they can do more than four segments per reservation.
You also need to watch when booking online, if you start from an unmanned station, it may default to FedEx the tickets and charge a shipping charge. Got burned by that one before.