it is uncommon for airlines to offer bonus miles for convenience checks or balance transfers. Recently, Citibank offered me AAdvantage miles on a balance transfer and that particular offer also waived the normal 2% fee they charge for using the convenience checks, so I jumped on that offer and picked up 4,000 miles. Nationsbank (now Bank of America) from time to time has offered mileage on convenience checks and balance transfers for their USAirways affinity card, but with a 2% fee so they make expensive miles and I passed on that offer.
I agree that the mailing you got seemed a bit deceptive, but I have learned NEVER to assume that anything is free.