I'd expect it's a question of volume. The USPS and Customs do inspect international mail, however there is probably just so much of it that most contraband sneaks under the radar.
The vast majority do seem to make it through though although some odd things do happen, some packages appear to have been held up in customs for literally years before they're released, it's not unusual to hear stories of people receiving orders that they already received (because they were shipped a second time and those got through) a couple of years after the initial order. You've got to suspect that might be an attempt to damage the companies selling them economically by making them re-send to destroy their margins.
But the trade still thrives, not just for the US but also for high tax countries ordering from abroad is a much cheaper and practical option.