What was the significance of Lord Varys letter in Game of Thrones S08E05 as we haven't seen anything related to that in the finale episode?
It is not clear Varys ever actually sent the letters out. And as insanity mentions in the comments, Jon's heritage became a moot point when he killed Dany, and the Unsullied and Northmen nearly started a new war over it. So some or all of them may have been fully aware he was a legitimate (male) Targaryen heir, but this was useless information to them now. He was the problem they were looking to solve, not its solution.