This seems to be the confusion. I think people are setting the mailboxes to "anyone" or "friends" because they think the setting determines who can place items in the mailbox.
From reading your helpful posts the mailboxes work like this:
1. Anyone can place an item in the mailbox if they can access the box location.
2. The setting determines who can remove items from the mailbox.
If you want a friend only mailbox, put it in an area that only friends can access.
Response to Cyrah:
The person gave to scales because your hands are so dry! It was a hint for you to use lotion.
I am glad you thought the rotworm stew I gave you was neat.