Hi,
Your plugin has it's own email alerting. Then we also run a WordPress security email list which lets us send out global messages about vulnerabilities and security news to our customers.
When you first installed Wordfence we gave you the option to sign up for that during the tour and you must have chosen to sign up with the email address at which this message was received.
We use an outside company called Aweber to send these emails. No one but us has access to your email and every email we send contains unsubscribe instructions at the very top of the email message. So if you want to stop receiving those security alerts just use those instructions to unsubscribe. But in general they're quite informative and contain some urgent alerts.
Regards,
Mark.