Yup. The only way to get caught is if someone literally breaks into your package/letter in transit and reports you to the police... which won't happen, because breaking into someone else's mail is a federal offense.
And If there's nothing suspicious about the package, there's no reason for any mail handlers to do anything.
For extra security and warm fuzzy feelings on the dealer's end (which is more important than the buyer), all he/she has to do is not include a return address. Voila.
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