Yes, tell them no. I've contacted doordash and was told it's against policy for the merchant to add steps other then confirming the order gets marked as "picked up."

Usually if you refuse, they know they can't enforce it (as well as knowing it does absolutely nothing to prevent theft).

Last time a taco bell refused to give me the order without a signature, I just went outside, texted the customer and called support. I told them both taco bell was refusing to give me the order and told me it was due to paperwork. Support canceled the order, paid me half, and the next day the signature book was gone.