You joke but private mail carriers don't have the same restrictions on monitoring your mail that the USPS does. They are free to open and inspect any package, as well as x-ray and other such methods, and don't need to disclose it. Except under some special circumstances, letters and parcels going through the USPS, on the other hand, need a warrant to be opened. One could easily imagine a program where private carriers report the contents of parcels sent to or from targeted individuals or even add things like listening devices or malware to items being shipped. While probably not useful for dealing with organized crime, if your goal is just general intelligence gathering or blackmail, private carriers could easily be a treasure trove.
Your data (we could debate whether "data about you" is actually "your data" but that is a tangent discussion) is valuable. FedEx can collect then sell it.
I'm not sure why this is such a persistent sicking point with people. The post office regularly operates with a 1-5 billion dollar loss. Both UPS and Fedex operate with a net 1-5 billion dollar profit. That represents a theoretical min-max profit difference of about 10 to 2 billion dollar difference in any given year. In a 20 trillion dollar economy it's not even a rounding error.