Ok - It looks like in some parts of Germany (like in Saarland, where we were living) the visits U1-U9 are not obligatory but strongly encouraged. If you miss a visit, the Jugendamt will send you a letter "reminding" you to take your child to the doctor. If you refuse, or don't go for whatever reason, then they may decide to investigate to make sure that you are not endangering your child. This follows in the wake of very publicized cases of children dying from severe abuse and neglect a few years ago.
So, I suppose the letter we received was just a friendly reminder. However, we had already had to deal with Social Services a couple of years earlier and we didn't want to risk having them investigate us again - even though on the whole they were friendly and helpful during the 6 months we dealt with them. A washing-machine repair man had called them on us after he decided that our house was too messy and our kids were being neglected (which was absolutely not true, by the way),
Really, if you find a good pedi, it is much easier to take the baby to get weighed and such and avoid any problems with the Jugendamt or Social Services. Or if you don't have your insurance card, take the child to the doctor's office to show them that everything is ok, tell them you can't pay for the visit and are waiting for your card, and schedule a visit for later.