They do if needed. AliExpress at one point required my address to be in full UTF-8 representation that I wasn't comfortable with, what I assume to have been the post office called me twice without caller ID, and the package got "delivered" to random neighborhood of the airport hundreds of miles away.

They don't call you if you live in a cleanly ASCII representable address with zero ambiguity and you don't have to be contacted from customs. Otherwise the courier do use the number.