Cornmarket have a dreadful reputation for being hard-sell merchants. Do a search through the pensions forum on this site for examples. I would suspect that the annual financial review under their Midas scheme is another description for "Let's try again to sell you some more financial products" and that the tax return is just the angle to get their foot in the door.
But to be fair, I've no direct experience of the Midas service and am only speculating based on experiences I have had with Cornmarket in general.