Anthem said they wouldn't be sending emails, so that may have been a scam:

"Members who may have been impacted by the cyber attack against Anthem, should be aware of scam email campaigns targeting current and former Anthem members. These scams, designed to capture personal information (known as "phishing") are designed to appear as if they are from Anthem and the emails include a "click here" link for credit monitoring. These emails are NOT from Anthem."

I received one as well.