Hour Game question

I agree with Amon. There weren't letters in her secret compartment (none that I could read of though).
To add on to your question, I think old friends who also preferred handwritten letters instead of text messages or emails.
Also we know Harry preferred letters too so the chances of them communicating somehow through letters is a possibility.
As Amos said,
Best we can do is assume.

There were no letters. Sean was just leading Michelle to believe that he shares what she's assuming. But previous to that, we already know that it was Sylvia Diaz who did the burglary to look for a photo of her and Bobby Battle, which is "compromising" and she doesn't want it exploited or else it can be used as evidence against her leading to the real case of her husband's death.

Though Sean confronted Sylvia about this, he didn't have any way to prove this, and for the same reason, he didn't confide it to Michelle. The way he didn't tell Michelle the whole thing on his research about Battle's syphilis case.

That's why I was dismayed of King at the end, cos at the end, he kept Michelle in the dark. About Sylvia and about Eddie's last message.

And there could really have been letters to Remmy---it was well known that Remmy wrote letters the "old ways." One could assume that she wants to receive hand-written letters as well, she's the kind that aches when unrequited---who else among all the characters share this kind of personality? Right. Harry Lee Carick also refused technology and stuck to the old ways.

But, again, to judge technically. There were no verification of who the sender of Remmy's letters were. Best we can do is assume.