I agree that not providing application status over the phone is generally a liability/privacy issue. However, it's not necessarily a good sign when they said that they have mailed you something but are not at liberty to tell you over the phone. For example, I called the University of Vermont last year to check on my status and they told me that something had just been mailed to me and to expect it to arrive soon. Growing a little optimistic, I asked the woman what it was and she said that she could not tell me over the phone. So I anxiously waited a couple days for the mail, only to receive a nicely worded pre-interview rejection letter.