Remember what Sonny tells Michael: "I'll get a message to that girlfriend when I think the time is right." Well, I suppose the time turned out to be right and that's what prompted Kay to eventually drive to the mall. As she said to Tom, I've tried calling. So, she knew that Mike had left unexpectedly and, unless she's a real dunce, she could have figured out that his disappearance had an illegal tinge to it even if she wasn't aware of the murders.

Since Mama took the letter, is it possible that the Feds got to her and she became an informer, even the "drapes" lady?