Basically, if you have never applied a security policy to the phone, then it will ask the person who stole it if they want it to be wiped….
That is very strange.
These two posts explain it http://blogs.technet.com/sbs/archive/2007/01/11/remote-wiping-a-device-with-no-user-input.aspx
You get the options to Block, and Delete, but no option to wipe.
ATM I can’t get a security policy to push out to an iphone…. guess I will have to research some more.