Identity theft still occurs at the mailbox, bud. If you don’t remove your name and address from your mail and shred those labels before discarding or recycling the rest, you are leaving your name and address out in the trash for any dumpster diver to find. That’s over 50% of the work right there. If you have a mailbox by the road, there’s nothing to stop them from sifting through for credit card offers, medical bills, utility bills, etc. As soon as they have any of those, your identity is as good as gone.
This is coming from someone who used to think the way you do. I do everything online behind the “cloak” of encrypted transactions. If they want my data, they either have to want it enough to devote cycles to decrypting my personal information or the retailer has to be dumb enough to lose it (See: Target). At which point I vote with my wallet and stop patronizing that business. With the USPS, you don’t have a choice but to use them.
Not sure I fully trust online security measures. Of course, most sites are far more secure than, say, Target's, but there are a lot of enterprising geniuses out there whose sole mission in life is to hack anything and everything. Too bad that genius couldn't be applied to maybe a cure for cancer, but that's the world we live in.