Not sure what any of that has to do specifically with Monero. The problem is obviously coming from the cash/physical side of things. Applies just as much to trading Bitcoin for cash too. Cash-by-mail is the most popular fiat payment method on Bisq and Reto for a reason. If everyone was constantly getting scammed no one would do it.
You can make it as private/anonymous/risky as you want depending what side of the trade you're on. You don't need a name or return address if you are sending cash by mail. There are multiple ways to mitigate risk (unnocuously leave marks inside the package and record everything in one go for the arbitrator in case of a dispute) but it's always going to be there to some degree like anything else. It's the receiver who is going to have more of a problem with privacy. If all they care about is privacy from the counterparty they can just use a PO Box.
If you do an in-person trade neither party needs to know anything about the other and no arbitrator required.
Bitcoiners are always talking about how important large anonymity sets are. Billions of letters and packages go through the postal system every year. Post offices are unwittingly the largest drug dealers in the world. If people were constantly getting busted for it that wouldn't be true.