Oh trust me, they do now, especially Melbourne customs. Pardon me if I said this before but I think Melbourne customs sort of even have MP-05's robot shape programmed in their scanners to be able to detect it in robot form.
I actually browse the ebay feedback one day and found a few people leaving negative feedback because of buying MP-05's overseas like Hong Kong, Singapore or Malaysia and never receiving it. And the seller replies that the tracking states pending customs inspection and it never changes from there. When I clicked the buyer's ID, they were all from Melbourne and these are recent cases.