Is writing a letter to my sister's therapist a bad thing to do?

Yeah, I think so. If it was me, I would reveal what I'm ready to reveal. Seeing as how your sister already wanted to see a therapist, and she wasn't forced into it, she must have something she wishes to talk about. Let her do it on her terms. If you're really that worried, maybe you could outright and tell her to open up a bit more? It's only been two sessions though, give it time.