Generally, it is sent to the agency, which depends on whether the patent agency fills in your address or the agency's address in the application document.
But no matter what address is used, if someone sends you a letter, you will know whether it is true or false by looking at the content of the letter. Regarding patents, the person who sent the letter to you must be the China Intellectual Property Office. , their letters are all sent by registered mail to all parts of the country, and the letters must have the red seal of the China Intellectual Property Office. If you pretend to be this, it's not just illegal. If some other group sends you a letter, to be honest, it usually has bad intentions.
If your agency says the letter will be mailed to them, that means the address they filled in is theirs. Most agencies will do this.