***Not a teacher***
It's very difficult to guess without a bit more detail.
Was your application to a company who deal with classified data? What else was written in the email response?
My guess would be that 'this is an unclassified email' refers to the email response sent to you, informing you that the response is not classified (some defence organisations will write this kind of thing on any publication they make that is not classified).
I may be wrong about this assumption. If you would like to post the contents of the response (assuming that it does not only say 'this is an unclassified email'), it may be possible to be more certain about what it means.
Student or Learner