I have never been to a shower where guests write their address on an envelope, but I think it's a great idea. I don't understand why so many people seem to be offended by this practice. I think what stands out to me the most as I read through the replies is the group of people who are saying that they spent time and money shopping and wrapping a gift so how dare they be asked to address an envelope. Well, if it is that much of an imposition to shop for a gift and wrap the gift, then don't go to the shower. Seriously. This isn't a big deal. No one is slapping you in the face.
I wish I had done this at my own shower (over 15 years ago.) Writing is physically painful for me after about 5 minutes thanks to an early-onset of autoimmune arthritis. The longer I write, the sloppier my handwriting becomes. Add to that a touch of dyslexia and writing address can be a real challenge. With guests addressing their own envelopes, you can guarantee that the envelope is addressed correctly. And for people like me, it makes the process of getting thank you cards out in a timely fashion much easier. If you like and/or love the person whose shower you are attending, why wouldn't you spend 20 seconds to address your own envelope and save them 30 minutes of work? It doesn't sound to me like the bride is being lazy or selfish. It sounds to me like those complaining are being self-centered. If writing an envelope is a deal-breaker for you, just don't go. Problem solved. I'm sure the bride will be just fine with your decision.