I was able to get a hold of them shortly after I posted this (Sunday morning Greek time... quite odd). The person said this was in regards to a trip I took back in December:

December 30 HKG-HND
December 31 (12:05am departure) HND-LAX (arrives back into LAX on Dec 30 at 5pm)
December 30 LAX-SFO

Basically he was skeptical and asked, "so you flew from Hong Kong to Tokyo the same day as you flew from LA to SF?"

There's something called time difference...

He asked me to email him all the boarding passes for these three flights as well as my ID (did not want passport, but a US state ID, which was odd). Sent them over to a legitimate @aegeanair.com email and within 3 minutes he replied that all has been cleared and good to go.

Though it makes me think how much these analysts "analyze" when they could've easily looked up the flight numbers to see the timings of the flights than to send some threatening email like that. But it's interesting to note that they do account reviews.