Office for National Statistics - they won't stop coming until I do the survey?

Got a letter from 'Office for National Statistics' - I had no time to look into this yet and I also thought it's voluntary so I left it in a cupboard and forgot.

Today someone comes to my door asking if I got the letter and why I have not done it yet, they also said that if I don't do it, someone will keep coming to my flat until I do.

How is this not harassment or a threat? Anyone experienced this before?