This is a standard message that Netflix sends out - I get them periodically. Once or twice a month it seems since the beginning of my subscription. I've been a subscriber for about 9 or 10 months.
Most of the time everything goes smooth. Once in a while there is a blip. My one experience with a lost movie last month was interesting (to me). Since I receive movies within 1 day most times and 2 days 99% of the rest of the time, it was odd that a movie hadn't arrived in 4 days from the ship. On the 5th day I think I reported it as lost and filled out their form. Netflix shipped me a replacement copy the next day. Several days later I had a knock on the door from a neighbor who had been away on vacation. He had gotten my original "lost" movie. We have a 15 year history of this as the mail people transpose two numbers in our addresses. It doesn't happen often, but it does.
So my experience with Netflix on a lost film, which turned out not to be their fault in any way, was entirely positive.