Are you 100% positive US Customs opened it?
There's a good chance they didn't have a clue or didn't care what was in it. Might've thought they were supplements or something else.
And if I remember correctly, a lot of companies are allowed to check their own packages and don't do as good a job as official customs does.
Thing is, the government doesn't give a damn about you. Yeah, you hear the odd story about people being busted for steroid possession, but it's generally dealers who go down, not chumps like you or me who bought some testosterone or nolvadex online.
If they had found the steroids you wouldn't have your package right now, so I doubt you're being watched. The FBI or whoever you think is watching you has far more useful stuff to do.