Definitely a scam.
The criminal who sent the message is clearly planning on selling the phone, regardless of whatever your daughter does. However, they have probably discovered by now that the phone is Activation Locked … and that they might not get as much in the way of ill-gained loot as they were hoping for.
The talk about stealing your daughter's data is meant to frighten her into thinking that the "honest" (LOL) criminal wants to do her some sort of favor. But think about it - if they have the ability to steal her data, how in the world could you trust them NOT to steal her data, whether or not you let them "make her phone their own"?
Don't reply to the sender and don't remove the phone from the list of devices associated with her Apple ID. She will never see the phone again, but hopefully she can keep the criminals from making much money off it.