Well...it's the contents of the files themselves that's odd, not the letter. That was just meant to explain the situation, so it doesn't go into too much detail. But some of these crimes are just...

[He picks up a small stack of folders and hands them to Kokichi.]

Frankly, they sound like something out of an Arsene Lupin novel or a detective TV program. They even call them "phantom thieves" a few times. So I'm pretty sure it's just...something that was made up to make a more interesting test. Since detective work is...definitely one of those things where reality is somewhat disappointing compared to the picture painted by fiction...