Be sure to ask them to re-iterate what they said and save that email for sure.
But it's not uncommon for companies to ask people to break their components when sending it back.
Just imagine, if I were working at a post office (and in this alternate reality I am also a not so nice person) and I saw a shipment for Blue (or to make it more interesting; Apple!), I could think "oh darn, expensive stuff!" and open it up. That way stuff gets 'lost in shipping'.
But if I knew it would be broken, it wouldn't be worth the effort. (Although they do ship you something working back...)
It might also be for Blue support themselves; so they know what to fix. Or for yourself, so you can see they didn't send the same unit back..