I don't think it would be advisable to deliver mail from point A to B directly, physically. It would be too inefficient since mail has to be sorted and is often sent to intermediate facilities to do this.
Forwarding is worse not because it prevents A -> B directly but because it forces all mail to additionally pass through the location of the forwarding address.
Well, forwarding really isn't any different because standard, non-forwarded mail often goes to addresses where the recipient isn't present either. Forwarding just requires it. So its an extra stop (which is worse), but the concept is the same regardless of whether mail is forwarded or not.