Normal to receive a P45 when ESA claim rejected?

I recently applied for ESA but was rejected due to being over the earnings threshold. I received a p45 at the same time as the rejection letter. Should I assume it's issued by DWP when they close my ESA application?

I thought you only got them when leaving a job so very confused. My employer has not issued it. Just want to be sure no one thinks I am leaving my job!

Part 1A, section 11 is titled 'Jobcentre Plus office name and address' and is filled in with 'Canterbury Benefit Centre, Post Handling site B, Wolverhampton'.

Thanks, i am already in employment so is it ok?