When in doubt for these emails, pick a phrase from the message and search for it via google, yahoo, whatever. This is a pretty good way of finding out if it's a phishing attempt.
In your example, searching for "will reply to your e-mail informing you that we have given up deleting" turns up quite a few hits showing that it's an attempt to steam WoW accounts.
I bet if you were to look at the headers for the email, it would end up originating from some random email server that is a non-Blizzard server, if it's even a legit email server (and probably has a broken reverse DNS record to boot).