Almost certainly there's tracing information on the fax machine, and if not that, a simple *69 (or whatever caller ID capabilities the SLCPD has) will trace the call back, too.
Let's suppose that it's a crank letter -- anybody dumb enough to do that would be dumb enough to send it to the police fax without any idea that it could be traced.
If it's a genuine letter, the fax once again suggests arrogance and probably no real attempt to hide the origin of the fax.