Unless the box is marked "Illegal drugs inside -- Do not open!", the kids have no clue if the box contains drugs or a sweater sent from your grandmother. There are millions of packages being sent all the time -- yours should not stand out.
When it comes down to it, nothing is stopping them. (Although messing with the mail is a federal offence, it's kind of hard to report your steroids being intercepted and stolen en route from the US mail.) But why would they find interest in your package? Why would it stand out from the hundreds of others in that it would temp people to commit a federal crime to possess it's contents?