I have my reasons for not quite liking that kind of email as a seller --my customer gets a tracking number no matter what form of payment and logging it on Etsy is just an extra step and would make my order processing for DC different from the other forms of payment I accept. That is secondary to what a BUYER would think, though.
As a buyer it would make me concerned that there is an issue or a problem with the shop (even when there may not be).
I'm not sure what the point of an email like that is unless Etsy is having a huge issue with undelivered items and the buyers not asking to have a refund through DC and not reporting non delivery to Etsy. And sadly, that is the message it is going to send to some buyers...hey we don't know if this seller is actually delivering stuff so we need to ask you.