I work for the CSA (please don't all shoot me, its only a job, and i really don't enjoy it, it's soul destroying!)
We often send out the letter you described as a way of "scaring" our customers into fessing up to stuff. (which annoys me) as an I.S. customer, your maintenance gets paid thru your benefits, whether the Non-Resident parent (NRP) pays his maintenance or not. the DWP would expect the NRP to pay them and then they pay you. If they suspect he is paying you directly they will investigate, as they expect you to be honest and tell them you're getting extra cash. It could be one of a dozen different things, the letter is a standard one that exists throughout the department. You never know, the CSA may have spoken to the NRP and he may have told them (whether truthfully or not) that he already pays you. some people do that because they don't think we check. (yeah, right!) If you're really worried, just call your local office. I'm fairly sure you can also take a friend or CAB advisor with you to the interview.