I mean every now and then a mail man most smell something a little too loud from some random package. Or maybe a vacuum seal broke and some thing else fell out of some other package. And if they know drugs are being sent through the system like that they could just take the parcel with them home without ever reporting anything about it and just say it went delivered to the address.
It's not like someone is going to the post office asking about that box of illegal drugs they bought.
There was a post here a while ago about some kid who ordered weed and had a plain clothed "FBI Agent" go to his door, confront him about getting weed mailed to him, gave him a scolding, and left. Dude didn't flash a badge or give the slightest indication of being an actual authority figure. Yup, it definitely happens. Still better than a CD though I guess.