Didn't realize this after playing and the emotional impact leaving me to think about it after my rating... The story of Dolchio was more than I thought.
(SPOILERS)
We never got to see what Dolchio, Grandma or lles wrote but Noel asked the King to help him find his family and he did when Grandma turns out to be his own Grandma as well! So, we can also assume that Grandma asked to bring back Noel to her and perhaps why she didn't send her letter because it is impossible especially when Noel could be anywhere and ran away by himself. She could have prevented Dolchio from going outside for the same reason.
Dolchio's letter could contain something about being human or family/friends? I am not really sure as the ending sequence may hinted something else. He was always referred as automaton and so I believe he wishes to be outside that frame. Or possibly have friends as he is so lonely at home with Grandma.
lles is tricky as he didn't show much desire like the others. Similar with Dolchio as their stories do align pretty well!
Damn, itch.io needs to add an extra star now...