What is it an "unclaimed balance"? This is just a non-sense...how did you "claim" a balance?
Of course, no doubt this sounds just as a scam. (yes ask a moderator to move in the proper section).
Another check =
I suspect the purpose of their email was to show they're supposedly looking after users' balances. For example, if a user forgets they have money in their bittrex account and doesn't withdraw it, they'd reach out to remind them. But in OP's case, since he's sure he has no balance, this just confirms the email is actually a scam.
if you access on exchange and this don't show what they are claiming on email yes its just a scam. if you have doubts ask to their support.
The exchange has already cease their operation a long time ago, so there's no active support anymore.