If it was then banks wouldn't need to waste their time marking certain correspondence as private and confidential.
The OP has done the correct thing by appraising himself of the contents of the letter and then dealt with it correctly by contacting the company that sent the letter.
Should any further, nasty, letters arrive, or cheap suited goons turn up on the doorstep, tell them the basic facts, tell them you have already set it out in writing to their employer and do not let them in, ever, however desperate they may be to use the toilet or to phone their office to check or whatever. There is good advice available on the internet about the powers debt collectors have (not many) and how they must behave. Similarly for the powers court appointed bailiffs have (far more). Try Citizens Advice website first.
It is potentially to my detriment if I do not open the postal packet. It is only to the proper recipients detriment if I unduly delay it, use the information it contains for my own purposes, damage it, or keep it e.g. wrongly delivered parcels.
Wrongly delivered mail (wrong address and wrong name) gets either hand re-delivered if local or back in a post box if too distant (with a note: RM delivered to wrong address, please try harder!)
Properly delivered mail i.e. through the letterbox of the address on the postal packet, gets opened and dealt with.
I have had;
Other peoples bank statements (my address, their name - opened, read and returned to bank with a suitable letter),
The store card statement referred to previously (my address, my name - opened, read, panicked over, returned to card operator with suitable letter),
Paperwork relating to someone training / passing to become an independent financial advisor (my address, their name - opened, read with considerable interest, tracked down and redelivered by hand),
Paperwork relating to a motor vehicle insurance claim (my address, their name - opened, read, sent to processing centre with suitable note).
When I lived in a rented house, a good few years ago, I had the debt collector / bailiff problem relating to previous tenants. Although I knew the basics about what processes they have to follow to prove ownership of goods, prove identity of occupants etc. that is not much use when you go out to work all day and get worried sick about someone 'breaking in' through a loose window or something and taking your stuff out of your house whilst you are out for a debt which is nothing to do with you (like I had anything of any value at the time anyway
). I tried to explain to the debt collectors on the doorstep that the tenant no longer lived at the address and had not left a forwarding address. Some said fair enough, we get this all the time, and were never seen again. Others were more persistent and required several, increasingly strongly worded, letters to their head office to be got rid of. The best bit was, the previous tenants father wrote to his son, at my address, saying how fed up he was of his sons behaviour, that he should sort himself out, and that he wasn't going to bail him out of his debts yet again! The son hadn't even told his father where he had moved to and was clearly a serial debt creator.