As someone who has generated a lot of self-signed certificates in my day, unless you did that on purpose it is very unlikely to occur.
In general I suspect that self signed certificate is a joke in bad taste. What I'd be far more concerned about is their poor use of the SSL system, in the sense that they could and should have created their own CA and attached the CA's signing certificate to the e-mail, so the web-site (to known users) would have appeared correctly signed and would have made it slightly harder for law enforcement to intercept.
As is law enforcement can just catch and release traffic (MITM), re-sign it with their own self-signed certificate and nobody would be the wiser...
Plus, if you really want to be amused then I suggest you check out the FBI's real SSL certificate on their web-site:
https://www.fbi.gov/