I don't have insider knowledge, unfortunately. I assume it's sent to a central hub in each city, and then gets dispatched from there? My thought was that having it sent to my house, or even to an address listed in a town near me (90 min from Montreal), would add delays. So I asked for it to be sent to one of the addresses listed in Montreal, and I drove to go get it. It was ready two days after my interview! (On a Friday, which seems to be the trend.)
(When I got there, at about 3 pm on a Friday, the offices seemed closed and there was no notice or anything... I was terrified that they were closed for the weekend! Fortunately, one lady waiting there told me that they were on their lunch break [!] and after a 25-min wait, they reopened and I got my papers. And crossed the border the next day!)
(This is also a reply to @DijonMustard.)