I don't want to be rude or confrontational, but I have to point out here that this is an absurd suggestion. 

The "sales by customer detail" report doesn't allow you to add any address columns; how on earth is anyone supposed do a mail merge with it?

Might as well go over the rest of them now:

"Transaction list by customer" is a little bit closer - you can add addresses to the report - but you can't add any colums for what the transaction was for - you would be generating letters for all sorts of irrelevant people.

"Sales by product/service" won't allow address columns, nor will "sales by class detail," and now you are out of options.

The "donor contact list" isn't useful; you can't filter for anything except, bizarrely, an individual donor, their payment terms, and when they were created/modified or deleted.

It's stunning that no one thought a company would want to be able to generate a list of everyone who bought a certain product. I'm coming at this from the non-profit angle myself, but this is basic functionality any business would want.