I suspect the recipient email address they're using (which I don't share widely) might have been exposed in one of Discord's recent support breaches, because I can't work out where else they could've got it from.
I'm using Proton Mail, so I set up a Sieve filter [1]. I'm doing this because this email address isn't used for anything even remotely related to Zendesk. I mostly use a separate custom domain address for everything.
[1]: https://gist.github.com/hampuskraft/7325ba2ad23a9445ebd93c64...