The reason the stamps were not cancelled is that it never got past the Postal Sorting Center.
Anything going to someone with Secret Service protection has their mail diverted to a special facility that can screen for just these things.
Then how did CNN get one if it never left the postal service?
Just looked up how mail is processed. Mail is postmarked and the stamps cancelled BEFORE the addresses are noted and sorted.
The package sent to CNN would not have been diverted to a special facility yet the stamps were untouched.