A few months ago I had to travel with a pair of irreplaceable German WWII rifles. I looked into shipping them separately, and concluded that checking them as baggage was more secure, as well as far less expensive. The TSA never asked to look at them, just to have me put the "unloaded" signature card in the case and then lock it up (with locks they did not have the keys to). I had no trouble at all.
I think the theft of a firearm in an airport would be treated much more seriously than the theft of a gun in the mail. Having had to deal with lost package claims from the USPS and FedEx, I know for sure that if they lost a gun you would basically just be SOL. On an airline, it becomes a federal matter, and hopefully that would at least be more of a deterrent.