I'm not sure what your question is...or if there is one.
Blizzard will never warn you of an impending investigation into your account. If you ever attempt to log into your WoW account and find it disabled, then is the time to start looking for an email from them.
You can forward any suspicious or suspected emails to firstname.lastname@example.org so they can take care of it and/or find the source of the email themselves.
Also, read up on this article: https://us.battle.net/support/en/article/phishing