Sounds like its one of those automated "Cease and Desist or we'll do nothing unless you pull some serious ****" messages, I've seen em before and I've seen the real ones where they do follow up as well. You could have just ignored it and continued with your daily business. I've had a friend get caught twice for downloading an assload of movies and other things, they don't send you a simple e-mail like that.
Just because it is not licensed in the US does not mean companies can not take action. Some Japanese companies hire US companies to protect their work. That said, comcast can't really do anything. Also, comcast sends those out if you are going over their monthly download limits.
AT&T here. I'm currently downloading Kamen Rider W 3 in HD. I have an external hard drive that I keep most of my cartoons on... things that have actually aired in the United States, as well as some Gundam shows that haven't but it's still gundam so it's licensed here. Should I move my KR shows to the External HD?