Those UPS trucks parked overtime on loading zones or just plain parked illegally or for too long are ticketed like everyone else, most of the large delivery companies have thousands in unpaid tickets in every large city they do business in.

In most large cities messengers don't ride on the sidewalks because it's
a) too crowded
b) too slow
c) illegal
d) unprofessional
e) a little of each

In Toronto you can hop up onto the sidewalk to reach a lockpost or parking meter to park against without raising any eyebrows but for long treks the street is just faster. There are some large plazas where the racks are 50+ meters from the curb. Most messengers will cross these mounted, but at a pedestrian pace. If they are practically alone on a plaza, say after lunch, then at a faster pace but still not faster than a person jogging. There is no time savings that can add up to anything and risking hitting a ped is not worth any time savings.