Nabokov shares some of my dislike of epistolary novels or stories structured on letters, newspaper clippings, emails, etc. Writing of Mansfield Park, a book that he respected:
Fanny’s removal to Portsmouth affects the unity of the novel, which up to now, except for a natural and necessary early exchange of messages between Fanny and Mary Crawford, has been pleasantly free from that dismal feature of eighteenth-century English and French novels, information conveyed by letters.
The novel which shows signs of disintegrating, now lapses more and more into the easy epistolary form. This is a sure sign of a certain weariness on the part of the author when she takes recourse in such an easy form.
As ever there are exceptions, novels that use the epistolary form to enhance the narrative. Herzog comes immediately to mind.