Because when it began its' journey to you, it was folded by a machine under fairly high pressure to fit into the envelope, and is a pretty dense package. There's no way you can fold all that junk to fit in the reply envelope, which is designed to hold a piece or two of paper, not everything that was in the solicitation. It becomes a thick envelope which the machines don't handle with any grace whatsoever.
Frankly I don't care what the machine does to the return mail you sent back out of frustration, but I do care what happens to the utility bill payment it shredded as it jammed.
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