Does it really say "i.e." = "that is", implying that they want all on the list, which will be a problem for anyone who doesn't drive? Or is it "e.g." = "for example", which means any one on the list will do? A utility bill is fairly innocuous security-wise. Most utility companies will send a one-off paper copy if you need it for identification, even if your statement is usually only online.
I see a lot of people these days who seemingly don't know the difference between "i.e." and "e.g.", and even when they say the former, they may really mean the latter.
