There is an implied identification that is effective. Some neighborhoods vote one way, and other neighborhoods vote the other way. Postal workers can purposely misplace/delay/destroy the votes for a whole neighborhood.

I think the risk/reward would make this not worth it. You can check to see if your ballot was received. If a bunch of ballots are determined to be lost from the same postal route one assumes the postal inspectors would be having a word with that mail carrier. Tampering with the mail is a pretty serious crime, ballot or not, so there's a strong disincentive to try it.

My town has a bunch of dropboxes which are picked up by election volunteers if you still don't trust the mail. An election volunteer could "lose" a box of ballots but that seems like it would be pretty easily detectable as well.

Since mail tampering is a federal crime maybe Trump could pledge to pardon every mail carrier who throws away ballots from likely Biden voters. Seems pretty unlikely, but I don't know how to counter that.