They can read every letter, and governments have a long history of doing exactly that. Most states (in the broad sense, not the US sense) control postal systems. And while private delivery in some form has also existed, almost all states have the ability to seize private property.

All postal services have access to your private communications because they have physical control over it. Letters and packages cannot be encrypted to the same level of sophistication that electronic communication can, meaning they’re almost always understandable by the receiver. Any deliverer of mail, at any time, can open a random letter, read it, and understand it. Any government can seize that letter and do the same. Unfettered access to private communication.

Looking for a specific letter — or specific content in a group of letters — is a question of incentive, resources, and law. For centuries (and let’s be real, millennia) states have had incentives to control messaging through censorship, seize contraband, investigate criminal activity, change private votes, you name it. Almost all states have the resources to pay large amounts people to deliver — or intercept the delivery of — mail, and to sift through mail, read it, and censor it or what have you. In the last few hundred years, a large number of states have prohibited themselves from doing this indiscriminately, while still reserving the ability to do so. Other states have no constitutions and can do so indiscriminately.

Electronic communication of some kind or other has frustrated the states ability to intercept private communication. So far states have had the resources to develop technologies in response, like wiretapping for instance.

Encrypted messaging used to be a thing states did to keep secrets from each other, but now the state’s citizens can do the same on a scale unprecedented in human history. Until recently, states had the resources and time to break encrypted communication. Now technology has advanced to the point where they have neither. Thus states have incentives to intercept private communication between citizens (see above) but no ability to.

Hence, they want a back door.