In a sane society, the only thing worrying about that is that someone might steal it before the mailman arrives, on the off chance that there's something valuable inside.
In St. Louis, Missouri, they close the street and send in the bomb squad.
Sounds to me like the St. Louis PD just wanted to mix things up a little and take a morning off from the DWB stop routine over on Kingshighway.
Update: Yes, it was a parcel containing some clothing.
Eventually, at 10 a.m., a police officer wearing no protective gear knelt down next to the box and used a pocketknife to unseal it. He sifted through its contents, then carried it away nonchalantly.
And hmmm again:
Whoever steals, takes, or abstracts, or by fraud or deception obtains any letter, postal card, package, bag, or mail, or any article or thing contained therein which has been left for collection upon or adjacent to a collection box or other authorized depository of mail matter ... Shall be fined under this title or imprisoned not more than five years, or both.
But since he has a shiny badge, I'm betting he'll probably get away with it.