If I had to guess, I'd say your users are of the "removed" status, so if you search for them, do so and select "removed", you'll probably find them.
I'd say the selection you setup for whatever reason didn't take into consideration this status and just mailed to them all...
I highly doubt that one mailing to someone would constitute any legal proceedings against you, honestly... they are probably just blowing smoke. Just my .02 and hope.