Well, in the US it's a substantial federal offense to steal mail or to read someone else's mail (coughunlessyouarethegovernmentcough), so that acts as a big deterrent, I think.
I'm not sure, but I'd assume that if you go around stealing packages, you're probably not doing it just because. You're doing it systematically for financial gain. In which case you have to be a repeat offender for it to make sense. In which case it's easier to track down. This happened near me last year: