FBI - too good for FOIA requests?

On June 14 I mailed a FOIA request to the Chicago FBI office, asking for a copy of the letter it received from Undersheriff Andy Zinke, dated December 3, 2010.

This is the letter to which the FBI replied on January 4, 2011 to US Zinke. In the FBI's letter Special Agent in Chicago (of Chicago office) refers to Zinke's December letter.

Now, you'd think that the McHenry County Sheriff's Department would have a copy of Zinke's December 3, 2010, letter, wouldn't you?

After all, such an important letter. Was Zinke asking what Deputy Scott Milliman had told the FBI? Did he want to know what Milliman told the FBI about Nygren?

Of course, the proper response from the FBI would be, "Butt out."

But the FBI's letter begins with:

"Dear Undersheriff Zinke:

(double indent)           "We have had the opportunity to carefully review your December 3, 2010, letter requesting reports, if any, of information provided to the FBI by Deputy Sheriff Scott Milliman."

Why would the Sheriff's Department not have a copy of this December letter? Is there any plausible reason that Zinke's December 3, 2010, letter to the FBI cannot be found?

Expecting that the Sheriff's Department would carefully document and file such an important piece of correspondence, is it possible that it never existed? Was such a letter never sent?

But then why would the FBI send a reply, referencing it?

And if the FBI won't provide a copy of it in response to a FOIA request, is it because it cannot produce it, because it never existed?