I haven't managed to pick up the game yet, but this little fact has been confirmed on boardgamegeek:
Along with all of the envelopes that say "DO NOT OPEN UNTIL [game event X]", there is one envelope that says "DO NOT OPEN. EVER."
And there is definitely stuff in there.
As a purist, I plan on following the instructions completely, and literally never opening it (at least not until long after there's ever a chance of playing the game again), and staying away from spoilers about its contents.
But I will always be curious........................