I got a fraud alert email from my credit card the other day. It included links to view and confirm/deny the suspicious charge. It all looked OK, the email included my name and the last digits of my account number.
I logged in to the website instead. When I called to follow up I used the phone number printed on my card.
Turns out it was a legit email, but you can't really know. Most people don't understand public key signing well enough to rely on them only trusting signed emails.
Also, if you're sending emails like this to your users, stop including links. Instead, give them instructions on what to do on your website or app.