I am rolling over my wife's 401(k) from her recently separated job to Vanguard, and was disappointed when we called them that they won't send the check directly to Vanguard. Now I've done a bunch of rollovers, and only once did I have take take physical possession of the check and send it along - that was around 2011 and was a Vanguard -> Putnam rollover (IIRC, there may have been an option for them to send it directly but I didn't know what I was doing at the time).
I found this annoying at the least. Sending the check to me really has no benefit and only drawbacks - one more leg in the mail to get lost/stolen/damaged, and now I'm on the hook for part of the responsibility.
Mostly just commiserating here as I don't expect to be able to change anything (it's already in progress). Just frustrating in today's electronic world that it has to be a check at all, and doubly so that it has to be sent to me.