This is the right plan. If they deliver it to the address you provided and it walks off, that may be on you. But if they deliver it to the wrong address, I’m confident that it’s their obligation to make it right. (Might take some persistence on your part. Keep copies of all the notifications, doorstep photo, etc.)
I save before sleeping, but never feel any need to quit. And really, the saving is just being over cautious - I’ve never had any issue just putting the Deck to sleep and resuming where it left off.
Not using the sleep function seems to me like missing out on one of the biggest benefits of the Deck. I love being able to play for five minutes, pause for a minute or a day, and then pick up right where I left off.