Same here. Customer service states that they cannot send any proof of my phone being blocked following it being stolen,
because it has no e-mail facility's. My mobile was a gift from a very good friend, but he has been unable to find the receipt. My insurance company will accept Proof of blocking or an letter stating that Virgin cannot supply an Proof of use or an IMEI number.
Its an MVNO problem. I had the same problem with Talk Mobile, a Vodafone MVNO. Talk Mobile couldn't give me the info because they don't have that level of access to Vodafone & Vodafone couldn't give it me because I wasn't their customer. Its a stupid situation but unfortunately that's the way it is.