1. Most spammers don't bother because they're not in the US and could care less if the spambots they're using are blacklisted.
2. It's easy to check the mailing headers and verify the chains. If one of the hops is an open proxy, you know that anything prior to that is bogus, and there are a number of locations which will give you a free ID and a web interface which will automatically do this for you.
Believe what you like, but you're wrong.
Open relays get blacklisted in short order. 99+% of the time, the ip address your mail server got it from is the source, and everything before that is a lie.
So your saying that I can not forge a mail header to come from a false address if I ay... find an open relay?