
Did you visit an EEC country? It could be that they are asking for what used to be called an E111 form - may have changed it's name now but not sure? The form I mentioned is the one you apply for when going to an EEC country and I believe it entitles you to claim back some of the medical expenses you may have been charged if taken ill in one of the countries it covers. It's a long time since I had any dealings with the forms but I believe the free cover from the government gave you cover equal to that which is provided by the government of the country you visit.
I would imagine the small print of your insurance policy may state somewhere that they won't pay for any expenses that would be covered under the free scheme and they want sight of the form you would have been issued. It's like a credit card now rather than a paper form I think.
Hopefully if you google E111 you can find some up to date information as my experiences are from a few years back. If you didn't visit an EEC country then I have no idea what they are asking for :-)