They probably don't have to for most mail. I posted this yesterday in the Jimmy Carter's mail discussion thread. tl;dr It isn't difficult (at least in principle) to read mail through the envelope. https://news.ycombinator.com/item?id=7456157
They can, but the recipent will see that the package has been opened? It's pretty obvious.
Depends on how badly they want to conceal the information. There's a whole discipline around opening documents covertly (flaps and seals).