If I ever got an anonymous letter in my mailbox like that, I would be mortified. And I would forever wonder which of my close neighbors left it, and couldn't just say it to my face. One of my parents' neighbors received an anonymous letter in their mailbox one time telling them to clean up their leaves because it was bothersome to other neighbors who maintained their yards. The neighbors on the receiving end of the letter completely shut off the rest of their neighborhood and I think to this day, they won't so much as wave at anyone else in the neighborhood.
If I were in the OP's situation, I wouldn't say anything. I agree that common sense says to put a window covering of some kind in their bathroom, especially if the window is large and low enough where you can see that. If they don't cover it, then it's on them for being unaware of their surroundings and/or too lazy to do it.