you might not be alone, but to say that most people hang onto letters is simply false. Some do and some don't and I'm betting most don't. I for one didn't hang onto to any ex boyfriend letters when I got married. Most newly weds don't really like it when their new spouse is hanging onto to ex husbands/wives/boyfriend/girlfriend letters.
The only letters I have are the one's my husband wrote when we were dating. They were sweet and we are still married....Oh! I do save letters from my grandmothers now. I didn't when I was younger, but now I realize that they may be gone soon and I wish to remember what we wrote about during this time.
My mother kept hers and they were some choice reading when I was a teen. She was a regular Scarlet O'Hara.
If any of JMK letters/notes to his first wife/in-laws were negative or threatening, they may have hung on to them just in case they needed them for legal purposes. I would have.
But I agree, different people do different things for different reasons.