Given the NSA's reputation for doing things on the sly, isn't this a little clumsy to attribute to them? As one of the commentators says, it was more likely to be a border agent on the lookout for new music.
At one place I worked, we had USB security dongles for license management. We started sending them out in envelopes, and found that few reached their destination intact - the envelope would arrive, with a hole in the corner. Someone was raiding the envelopes for USB sticks, for whatever reason.
Could it be that they were damaged by the postal equipment? Envelopes with keys often undergo this fate too, unless you pad the key with something of similar thickness.
