Here's why:
* Direct objects are the nouns or pronouns that receive the action of the verb.
* The verb in this sentence is "bought."
* Dylan is the subject of the sentence, and he performed the action of buying.
* The envelopes are what he bought.
The phrase "for Keisha when he was at the store" provides additional information about the action, but it doesn't change the fact that "envelopes" is the direct object.