That's why I suggested they might be charged with trafficking. If you send banned substances into a country, then you are breaking their law. It's not usually pursued of course, like a tourist who tries to carry a piece of fruit into Aus or a cuban cigar into the US. On a larger scale however, if someone mailed bombs into the US from a country where explosives are legal to posess, they'd still be breaking US law and the US government would seek to get their hands on 'em.
Fwiw, I think steroid use should be legal, but at the moment it isn't and these guys should have taken way more care than they did.