Yes, I would look at the the passport carefully and make sure it was actually the K1 that was voided and not any other US visa(s), or if there is a second page with a K1 visa on it as it seems strange they would cancel that and still provide the immigration package (sealed envelope). If it was the K1 that was voided, and there is no other in the passport, they need to contact the consulate ASAP to determine what is up.
Good Luck!