Clearly the prior owners are trying to avoid creditors or other such people. The ethical and legal thing to do is "return mail to sender" so those people are informed this is no longer a legal address.

You need to be careful by not notifying the sender the person they seek no longer lives there, they might file a lien or place some bail against the house which you now own. Much better to set up a paper trail showing you did the right thing then have to deal with a lien on the house.