I don't know, this is just speculation. Mainly because the cost of producing a duplicate letter (for ones actually sent, not this case) was sufficiently high that I assume there wasn't a culture that could make use of such duplicates.
There's really no reason to believe this was a motivation for Lincoln to write a letter, particularly because there is no clear reason for him to be concerned for CYA. The only people Lincoln would be accountable would be the voters, and I don't see producing a letter blaming Meade for letting Lee escape to be something that would pass muster. I mean, what's the argument here? "I was angry at Meade at the time, and here's the letter proving that I was angry"?
So it seems reasonable to conclude that this is an example of anger management, and not a political back up plan.