I am getting a strong whiff of “Sal didn’t grovel enough to suit Grandma’s wishes” and “there is unmentioned History here that Grandma is glossing over.”

And, yes, why would Sal write thank-you notes for money they haven’t received?

While the LW makes herself sound like the wounded party here, it sounds like she is putting a lot of strings on the money, and Sal’s request that she give it to their parents is an attempt to set a boundary against her attempts at using purse strings to control them.