Roaches make meals of lots of things that we don’t consider to be “food”. They – and other insect pests – go for cardboard, the paste that holds cardboard containers together, and the glues used in postal envelopes, to name a few.
A lot of sailors in tropical climates, for example, won’t bring anything onto the boat that’s in cardboard, or which hasn’t been first dunked in seawater to ensure that insects and other pests will vacate it.
Without knowing more about the contents and construction of your mailbox – and maybe your climate, too – it’s not possible to be much more specific than that.
It could also just be a dry place that offers shelter while they forage for food elsewhere.