We have plans to integrate mailing addresses into Pico in the coming months, but note that it’s more complex than just collecting and storing those values. We need to design workflows around managing when addresses are optional or required, and whether that’s at the point of registration or checkout. It will take some time to have a well-integrated user experience, so Mailchimp is still the best route here.
You can trigger the proper auto-reply campaign using the Tier merge field. For example, if you have a tier in your Pico subscription offering called “Magazine,” then you could create an automated Mailchimp campaign with an address solicitation that gets sent when the Tier merge field updates to “Magazine."