The danger is that IF your email address AND your phone number is known to a third party AND you reply to this, it confirms to them that you have a Monzo account. So if they can’t break into your email account easily (password guessing required) to then gain access to your Monzo account, you don’t need a crystal ball to predict the scammer will call you at a future inconvenient time informing your account is under attack and to move the funds to another Monzo/non-Monzo account fast…
How does someone get both your email address and phone number? Unsure, but it has happened in the past to people. Be very careful. Does your email have 2FA applied to it? It should do if access to your banking app, therefore account & your money, is via the email account.