Tricky. I guess they have extracted my e-mail address from the domain database, so they promptly knew that I'm a customer of GoDaddy.
The e-mail was automatically sorted to my GoDaddy folder, and it started to arouse suspection in me only after I clicked on this url: http://myaccount.session-20896.godaddy.com.kf-4l.hk/AccountConfirmation/account.aspx
Best part is: "Please create a reserve password (for your convenience it may coincide with the password for your e-mail address)"