I believe an emailed document is fine, and it is common practice. It's not much different from receiving a document via fax, except that a document printed from email will usually be higher quality than a fax. It's also not much different if the sender prints it and sends it to you via regular mail, except that will take longer. From a security point of view, if you're worried that the company is a scam and the document may not be valid, receiving it via email may actually be easier to trace than if it was dropped in a mailbox and sent via regular mail. The only advantage I can think to requesting regular mail is that it would be harder for a scammer outside of your country to send you the document without you seeing where it came from, though it could still be done if they have a partner inside the country. If you trust that the company is not a scam, then the method they use to deliver the document to you should not raise any legal concerns.
The only issue I would potentially have about email is that by default it is not inherently secure, meaning that typically you cannot be sure that no one else has seen your emails. (It's very unlikely that someone else is reading them, but it's theoretically possible.) Due to this, best practice would be to avoid sending confidential information (SSN, credit card, bank account numbers, etc) in an email or attached document unless some sort of encryption or secure file share is used. This is why banks force you to login to their website to download your bank statement, rather than just emailing you the statement directly.