USPS will try - period. That is just a fact. If the US DA is not interested, they will go to the locals. That is bad, bad news in the states where possession of any amount of steroids, no matter how small, is a felony (and that is a lot of states). Other states classify possession of a certain amount of "doses" as a felony (e.g., South Carolina, possession of 100 doses or more = felony, which is obviously personal use, not even a cycle). If you don't think the local PD is just itching to make a felony drug case, then your 8 years in prison do not give you a sufficient understanding of law enforcement. Even where mere possession is not a felony, the "intent to distribute" nonsense gets thrown in a lot for things that we would see as merely personal use. We don't think about quantity the way they do, however. For example, for sentencing guidelines under federal law, one dose of oil is 25mg. Think about that with respect to cycle in which an athlete is doing 1000mg testosterone and 500mg deca a week. That is 60 doses a week, not 2. See the problem? Each pill is one dose, so a 5mg anavar pill is a dose, as is a 25 mg anavar pill.
Anyway, it does happen. Folks get arrested and prosecuted for personal possession of steroids, and the USPS tries to catch steroids coming through the mail and will prosecute the recipients if they can (and they have successfully done so).
It is rate because steroids are not as easy to catch in the mail as, for example, marijuana, but it does happen.