Yes. And it’s likely that the police and/or FBI are investigating. But, this isn’t a TV show. Investigations take time and there is no magic that let’s the police discover the sender withinthe first 40 minutes to allow another 10 for an overly dramatic court room examination.
Real life is messy, and it’s quite possible that there just isn’t enough evidence to locate the sender. Let alone actually prosecute them. Most crimes in the US have really low closure rates. Honestly, I’d be surprised if they mange to locate the sender.