Bro,
The situation u described is not a question of good or Bad. It is a question of misfortune & for sure your timeline has gone wonky now.
It's never a good idea to ask for our pps from the CHC, once they have gone for visa stamping [if u really wanted it for an imdt travel, it stands justified though]. And in such cases the CHC, more often than not, send the pps back 'unstamped'. There r many cases on this forum & elsewhere too, where that occurred.
Plz note that, in your case the CHC did ask for the pps for Visa stamping only. Now that it has come back w/out it, u'll have to submit it again. And remember, no further communication on that matter will come from the CHC. It'll be in your interest to send the pps back asap.
Qorax.
Ps.: Yes, sometimes the CHC does some security check [part of the b/ground checks] once they receive the actual pps. Thus, the CHC email reply to u was correct.