ES domains have a restriction that you must have "ties" to Spain
http://www.dominios.es/dominios/en/...saber/sobre-registros-de-dominios/quien-puede
http://www.dominios.es/dominios/en/content/vinculos
>>>>>
YOU CAN REGISTER AN ".ES" DOMAIN FROM ANYWHERE IN THE WORLD, AS LONG AS YOU HAVE TIES TO SPAIN!
Ties to Spain
According to the Public Business Entity Red.es "interests" or "ties to Spain" to include the following situations, among others:
Individuals or legal entities established in Spain
Individuals or legal entities who wish to aim all or part of their services at the Spanish market
Individuals or legal entities who wish to provide information, services and/or products which are culturally, historically or socially linked with Spain
<<<<<
So if I were you, I would take it off Sedo, and put up your own for sale page with links to Sedo, and put some pictures of Spain and a link to the Spanish Tourism board or something. Not sure that will work, but that is the only reason I could imagine they are asking you to delete.
ETA: I had a nom.es for a few years then let it drop, and I was never asked for anything, but the above was my plan JIC