Many years ago I had an instance where they didn't send a cert and after some correspondance with the GRO they emailed to say that ALL boxes with stars must be completed with exactly the details given in the their indexes.
Ever since then that is what I have done and had no more problems.
Obviously using the right volume and page number will also confirm the district,but it is there as a back up incase of queries.If someone puts the wrong number down,they could cross check it .Although I think it is often easier for them to say they can't produce it, than to cross check.
Carol