You receive an email that looks like an email from your Nintex workflow. But how can you be sure it's from Nintex?
You can't validate the sender.
Wouldn't it be desirable to have an email signed with an official certificate? If you care about security, you can check it at the email gateway, if you don't care, you can ignore it on your e-gateway.
Especially with "lazy approval" links in the Nintex email this makes sense.