It's more likely that they just automatically put "without prejudice" on their letters unless they decide to explicitly make them "with prejudice". Those words being on the letter have no legal effect. The key question is whether the letter contains a bona fide attempt to arrive at a compromise about an existing dispute - e.g., a settlement offer. You'd need a lawyer to review the letter and advise you about whether or not that's the case in your circumstances.
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