Yes, there is no customs (and no 'emmigration') when leaving the US.
Whatever you are allowed to have inside the US, you are allowed to take with you when you leave, so why would they check? For what?
Note that the country you travel to will check when you arrive; and if you fly with a commercial plane, there are restrictions what you are allowed to take on the plane (but that's not customs).
Also, the government knows who is on each plane because the airlines provide them passenger lists; and the airline is responsible to check if you are allowed to arrive at their destination (have the respective passport/visa as needed for your citizenship and the target country)