Opening the Letter

Sasha is a person close to Death Monarch. It would not be the first time someone would try to target her by sending her things

That is why both Lukas and Sasha was very wary even when opening the letter. They fear that Loki had left some trap in that letter.

Lukas would not know how to explain to Death Monarch if the letter he brought to Sasha would then be used to harm her. 

That is why he is standing by near her and very much voluntarily revealing some of his trump card and eagerly protecting her

Of course, he could have given the letter to Death Monarch and end it there and then. But, Lukas quite admire Loki and for a while, Loki was the ruler of this Palace.

Certain respect should be given

'I guess Loki speak the truth this time. How…. unfamiliar' Lukas said. Sasha then open the letter. She raised her eyebrows as she read the letter.