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philianthropist,
I am in exactly the same situation as you are. The NVC said they have not received my I-140 even though it seems to have been approved for consular.
But with regard to the conclusion you have drawn, i would like to add another possibility. Maybe the INS got my I-485 application before they actually send out my I-140 approval to NVC. Then they would know that i am not doing consular and would just hold my I-140 approval with them. Isn\'t that possible?