iDevice found" scam? (Stolen iPhone 6 Plus)

I got my phone stolen and it lost mode was activated right away via my friend's phone.
Phone was already passcode locked and iCloud locked.

I recently gotten a message on a phone that I was borrowing at 1:42PM on September 22nd, 2015 saying (screen shot included):

From the # (302) 517 - 9482 (area code is from Delaware, I'm from WA state..)

"Your iPhone linked to Apple ID e***@l***.com has been found. View last location (available for 24h):
https://foundidevice.com/find/821bSa

Apple Inc. "

I was actually happy to get this message but then I became worried that it was going to be a scam. Just to get my iDevice or my Apple ID.

I actually logged into my iCloud AND my email before EVEN touching the link that was sent to me. I went straight to "Find My iPhone" and looked at the list of my devices and noticed that my phone is not on there anymore. I actually logged into iCloud a few days ago and saw every device I had on there until today when I got the message. Doesn't even show up on the app itself. Since it's iCloud, it suppose to notify me through email as well, when I checked my email, nothing was there from Apple.

After going through the process of iCloud and email first, I finally decided to check out the link that the message sent me. When you click on it, it opens up Safari, it loads up "foundidevice.com" then it transfer the page to iCloud in the loading and then it loads up the iCloudActivation Lock page to check your if your device is locked or not (when the site asks for the IMEI or Serial to check if your activation lock is off or on), I didn't enter anything in. I just closed the page. I actually took my time out of my day to go to the Apple store and talk to employees there, got mixed answers of yes the message is legit and the others would be no, don't trust it.
I didn't trust it either, but I worried since I mentioned already that my iPhone had stopped appearing on my Find My iPhone device list.

Went to the the actual activation lock on iCloud from a different browser and it turns out that my phone activation lock is now off.
Someone now is mingling with my phone. Unfortunately.

Please has anyone had this problem?