I have an email from when I _deleted_ mine (September 2010):
Subject: Account scheduled for deletion
"Hi Mathew, We have received a request to permanently delete your account. Your account has been deactivated from the site and will be permanently deleted within 14 days. If you did not request to permanently delete your account, please login to Facebook to cancel this request: http://www.facebook.com/login.php Thanks,The Facebook Team"
Unfortunately, I don't have the email I received anymore and can't remember what exactly the content of the account deactivation email was. Most probably the same as yours though.
I have the feeling that checking if the account still exists by trying to logon is:
1. not a good check
2. maybe conra-productive because they now maybe assume you are interested in getting back your account.