This sounds like spam and whoever sent you the email is trying to get you to click on something to report that you did not work for them. This does not mean they have your social security number. This ploy is referred to as a Phishing email. They are essentially fishing for someone to "take the bait" and click on their link or call them. They will then ask for personal identifying information, usually under the guise of confirming who you are, but you are unknowingly giving them information they do not have.
I would delete the email.
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