Mail with a return address entered on the outside of the item may eventually find its way back to that address (may take many weeks). If the letter was sent to a post box address abroad then Royal Mail may have deliberately made you a false promise by accepting it for delivery. With registered post in particular, before it leaves the UK they tend to hand it to a private courier firm they own but that firm cannot deliver to P.O. boxes because the firm is not part of the postal system. This practice contravenes the global UPU Convention's rules which Great Britain signed/joined some 140 years ago. There are very possibly hundreds of thousands of examples of this practice/breach annually, each one contributing to the reason why the UK is internationally criticised for deviousness/dishonesty/duplicity/arrogance.