I can relate to how you feel but I think she is just keeping the letters to do her job well and be able to look at them if she needs to. I don´t think she has any intention to harm you with it in any way.
That said .... I´m going to private T and I´m paranoid about my information. She takes few notes during our sessions and I
told her I worry about all the information being writen down next to my name anywhere. I asked her if she could destroy the file when we will finish and she said we will work something out for sure. So I hope it will get shredded.

She has no legal obligation to keep file on me but she said there are etical reasons and also she needs it during the treatment which I understand.
I live in country where there is stil stigma with going to therapy and I also study to be in a profession where mental issues are "not allowed"...