If we're guessing I have ideas:

1) it's just the typeface,

2) the teletype machine has unique letter so the machine it was received in is known (and hence which staff received it), reducing the ability to forge messages. Different machines could have had special letters, or all machines handling secrets had that particular "e"??

3) the machine broke and the repair shop only had a small-caps "E" handy.

I assume this is a typed up decrypt - not raw teletype output. Teletype would be all caps; this has been typed, capitalized, and laid out by a typist.

The document on the picture was for sure typed on a typewriter. Teletype machines would either be all caps or all lower case. Also they wouldn't be able to print a multi column header like on top of the document.