As I've said a few times, I was contact with them. Mainly out of curiosity. They seemed serious enough. Asked all the right questions and concluded they didn't have anything for me.
Back when I researched this, I never saw any mention of a letter from immigration. It's not really the problem they're addressing. The embassy letter shows you are who your passport says. Certified by your country(!) Issues they're worried about is like international fraud and such.