I think I have read something like that too. So I might be going there...then wait for some weeks/months till my file is received.
I called again, and this time got a lady who knew what she was talking about! (Oh! The man I spoke with before threw me off - everything I thought I knew went off! That's the power of authority, and sad when someone in authority just gives incorrect information

) Anyhow, she told me that for them to have scheduled an interview (FO) they must have also requested for my file. Since I did not file with FO, but Chicago lockbox etc, my file must have reached them OR the IO who set my interview should have requested for my file too. While this makes perfect sense, I know that I have seen someone go for interview, approved and wait for file...so not sure. Guess I need to cultivate my virtues straight...patience being the top on the list!