This is probably because the bulk mailers use carrier route sorting and all that other fancy shit, whereas important mail might not have it.
Another item to ponder is the fact that a lot of mail is lost. Poof, just disappears. Now if its junk mail, you probably won't notice it. But if it's some important letter, parcel, package, kidney, or what have you, you'll be expecting it, and you'll notice when it doesn't arrive.