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From the comments, the author was contacted via iMessages from the iCloud email that shows up when it asks for a password.

It doesn't show the full email, it's got the middle of it **'d out. OP likely had a message set for lost mode.

> is it on the lock screen when the phone is wiped, in order to facilitate its return?

Yes - you can set a message when you put a device in 'lost mode' in order to facilitate it's return if it's truly lost and found by a decent human being.

That would seem to be the case, the device is wiped of any user data. Except for the lock, leaving the device as a useless brick / spare parts.

Presumably the phone hasn't actually been wiped, or wasn't when the crooks first got the phone number.

Smart phones generally let you add an Emergency Contact number that anyone can use the phone to call/text without entering a password, in order to facilitate an honest person returning the phone or someone contacting your family if you are found incapacitated.