letters, phone calls, and sms can come from anywhere, globally. There is no middle man reading every message and blocking anything it doesn't like.
There’s a nerd gambit where we say well technically you can trace IP addresses too but in practice it’s much faster and easier for police to track someone down by phone number than to go through all the steps of tracing someone’s activity through a service provider and then to their ISP and then to their household.
It’s not the same at all.
But the reality is the local police don't have jurisdiction either in other localities or other countries.
If it actually worked as you described, toll fraud and scam call centers wouldn't exist.
The tor project was built specifically to ensure anonymity for internet traffic, and it works well as far as I know.
Phone numbers are not the same, countries require you to verify your identity to sign up for a phone plan, most sane countries have a government identity tied to each and every phone number, and proxying doesn't change that.
The US is weird in that it has some anti-government-identity stance that makes this way less centralized, but regardless, phone numbers are mostly traceable, there's nothing like tor, and the law also treats sms as more traceable.
Phone plans also cost at least something to sign up for.
I will give you that physical letters can be anonymous, but due to postage stamps it's much more expensive to send them in excess.
The cost of such services is irrelevant in the present discussion, as we are dicussing sending targeted malicious messages, not untargeted spam.