Factual error: Near the beginning of the film before James McAvoy heads up to the house for the evening meal, he is seen looking up through a skylight when a Lancaster bomber slowly flies overhead. At the time it was was supposed to be 1935. The Lancaster bomber did not fly until the beginning of 1941. Can't be an Avro Manchester either, they only had two engines and first flew in 1939.
Factual error: On arriving on the beach at Dunkirk, Robbie is told of the sinking of the Lancastria and the loss of 3000 men. This event actually occurred 17 days later on June 17 1940.
Factual error: In the section of the movie set in 1935, there is a scene where Robbie is daydreaming and the image of a four engined bomber crosses the screen. The image is of a Short's Stirling (the tail configuration is markedly different to the Lancaster), an aircraft which did not enter service until 1939.
Continuity mistake: When Briony sees Cecilia coming out of the fountain (from Briony's perspective), Cecilia steps out of the water with her right foot first. When we see the same scene afterwards, from Cecilia an Robbie's perspective, Cecilia steps with her left foot first.
Continuity mistake: In the love making scene in the library, Robbie pulls down the strap of Cecilia's dress and she pulls her arm out. In the next shot it is up and over her shoulder again.
Continuity mistake: When Briony walks in on Robbie and Celia in the library, the door is slightly ajar (since it's the lamp in the room that catches her attention). But when the scene is replayed from Robbie and Celia's perspective, Robbie shuts the door completely.
Continuity mistake: In the scene by the fountain from Briony's point of view, when Cecilia takes her top off she pulls the strap of her undergarment twice. However, from Robbie's point of view, she doesn't pull the straps at all.
Factual error: The early scenes in Atonement take place, according to the opening caption, in "England 1935" on a single summer's day. The action shifts at the beginning of scene 9 to "Northern France four years later" according to the caption. This, then would have been the summer of 1939 when Britain wasn't yet at war. The Dunkirk retreat took place in the summer of 1940, five years after the action in scenes 1-8.
Continuity mistake: When Cecilia and Robbie are having sex against the bookcase, a close-up reveals she slips her left foot out of her shoe. But when Briony walks into the room and the two lovers are shown motionless, we see Cecilia still has both shoes on. (00:36:30)
Factual error: None of the London buses used in the film was built until after World War 2.
Visible crew/equipment: After coming downstairs, heading for dinner, Briony finds the star on the floor and heads into the study. As she makes her way through the door, the shadow of the boom mic can be seen on the pillar behind her. (00:31:47)
Continuity mistake: In the first enactment of the fountain scene from Briony's viewpoint, the twins have just left her room and can be heard yelling downstairs for Celia's permission to go swimming. In an immediate, steady shot she goes to the window and witnesses the fountain scene already midway through. As we see in the next scene, from Celia's perspective, the twins run by asking to go swimming and she lingers in the piano room for several minutes and takes even a few more minutes chatting and walking with Robbie before they even begin the fountain scene.
Revealing mistake: During the long tracking shot at Dunkirk, steadicam operator Peter Robertson had a little assistance in getting around. This took the form of a kind of golf cart (from the beginning to just after shooting the horses), and later a rickshaw (from little after the choir to just before the steps ascending the billets). If you look at the ground to the left just as the camera begins backing away from the carousel, you can see tracks in the sand made by the rickshaw. Keep watching the sand near the actors' feet to see more.
Answer: I think he realizes that Robbie most likely won't make it. He takes the letters so that he can get them back to his loved ones. He probably knows that there is a last goodbye to someone (his girl/his mother) in them. And, if nothing else, even if his body doesn't make it back to them, they have a piece of him to cherish.