You absolutely can request the certificate directly through an Israeli embassy abroad and pick it up there. The problem is that delivery time in such cases is completely unpredictable — it can take 2 or even 3 months, which significantly «eats» into the certificate’s validity period.
In addition, the Israeli police do not offer any tracking option for such deliveries. If the certificate gets lost, you might only find out after several weeks of fruitless emails with the embassy.