Private keys are private
With any PKI system if you need to move or copy the private key from the box it was created on, then you are likely doing something stupid.
It is fine to ask why they are being revoked and why the keys got emailed, but why did they have the private key!?!?!?
This company should never be trusted to be involved with any part of a PKI chain, they clearly do not understand the basics of PKI.