Because it is something that is unusual for him.
Explanation:
For Dolly Madison that detail sticks out because it refers to some unknown need for objects because she understood that her husband would not generally be writing out with a pencil on the parchment.
He was a rather old fashioned man and took great care of his letters so that he is writing both with a pencil would suggest to her that something is not right.
Him only having an access to pencil would suggests so certainly.
