No they didn't, but they proved who they were to the OP's satisfaction, and left it to him to decide whether he should help them or not.
To me, this is a bit of a no-brainer. A government agency wants my help to do something. Do I trust them? Do I help them? Well... yes. They're the government. Incompetent sometimes, irrelevant a lot of the time, inefficient, sure. But ultimately there to provide a service for me as a citizen. If they need my help, then I should probably help them.
I understand that Americans don't trust their government like this. I'm not sure why not.