I just noticed that villagers don't have mailboxes. How do they even receive letters then? I've been playing ACNL for almost two years now and I've never noticed this!
Well, I have been to a house with no letter box and the postman knocks on the door so that's how. As to why they don't have them, same reason they don't expand their houses - they like the quaint cottage vibe and hate you for your overgrown monstrosity you kept upgrading over and over. No mailbox keeps their house looking small.