Couldn't one take that many documents and throw them on a flash drive (or even a hard drive if it's on the order of terabytes) and mail that? I'm certainly no s

Couldn't one take that many documents and throw them on a flash drive (or even a hard drive if it's on the order of terabytes) and mail that? I'm certainly no security expert but wouldn't the risk in terms of using the drive/files to identify you be about the same for mailed physical media compared to it being sent electronically, but with decreased risk of interception along the way?