They did warn us 
In our ongoing search to get a NIE number we went to the Oficina Extranjeros today. Our son went along to translate, maybe that would help.
A very friendly security officer told us our form was wrong, and where did we need a NIE number for anyway since we are Europeans. Right, that’s what we can ask ourselves as well, but that does not help.
Anyway, we were sent home empty-handed except for a scrap paper with an email address. “Ask your questions on this address, that will help”.