Do you still have the email that you received requesting the item be sent in? Was the request in a PDF document?
When I had to deal with their return protection - a strikingly similar program - the PDF included this handy nugget in the instructions:
When sending the item to us, please include all manuals, cords, attachments and/or accessories that were included with the original purchase of the claimed item. Please do not send any items that were not included with the original purchase of the claimed item. An example of an item not included with the original purchase would be a memory card that was purchased separately from your camera.
I'd be rather surprised if the email request you received didn't include similar language.