Why should I pay for Tracing?

I received a letter from Discovery dated 09th April 2015 stating that after I closed my health insurance, they owe me money. I noticed a large amount of money on the statement being deducted and a smaller portion was due to me. After phoning Discovery I was shocked to learn that they scouted a tracing company to trace me as they could not \find me after numerous attempts?"I have never received a call from Discovery"