It happens some times
Usually, NVC decides which consulate based on the address you provided in your I-140 petition. If you have provided an address falls under chennai jurisdiction then they will assign case number for Chennai consulate. But my advise is that if you have H1B visas from other consulate like Mumbai or delhi they accept Ac140, neverthe less those consulates aer pretty fast and little bit less strict in compare to Chennai consulate. In that case I would suggest you write a letter to NVC with the proof that you come under a particular jurisdiction then they would assign case number to that.