I would want to know. It's 100% out of line for the sister to write anything to you. Unless it's asking for advice on how to better her relationship with her sister.
She shouldn't be allowed to act that way and get away with it. It will come up. They'll get in a fight, something will be said, your friend will find out eventually about the letter. Then you'll be in trouble for not telling her about it.
Whatever happens in their relationship has nothing to do with you. If this is what ends their relationship, then there are far bigger issues out of your control.
I wouldn't go into specifics, but I would tell her that the item was returned to you and there was a letter included that "basically said...". 4951