I wondered the same thing myself. You'd have nothing to fear if you were John Smith from Chicago I suppose
I believe the way it is anyway, is that all the envelopes are opened and the items are placed along with the SASES. I would not be the slightest bit surprised if the letters are just thrown away. It helps keep things quick and very non-personal.
Collecting 2004 Topps, 2011 Topps, 2012 Topps, 2012 Allen & Ginter, 2013 Prizm, and the 2014 Eastern League All Star Game set
'04 Red Sox and '12 Rangers are a plus for me!