So, I've been getting a few emails from people, and wanted to bring it up here so that everyone knows what is happening.
It looks like BTC-e changed their deposit addresses (not sure why - haven't looked into it), and a handful of users had been mining to the deposit address listed there. Now that their deposit addresses have been reset however, those coins are now essentially lost.
With a normal address that you own the keys (a personal wallet, on your own computer, or something like blockchain.info - who gives you the keys), you can sign a message from your address. Which is a way to prove that you own the address. Unfortunately, when you use an exchange's address, you don't actually own it. The exchange owns the address (they hold the private keys), and they let you use it on their terms.
In the past (and still), if you end up needing a payout address changed, an email to me with the old address, new address, and a message signed by the old address with text like "Please transfer my earnings from XXX to YYY" is what I would need to prove that you owned the old address, and it is a (reasonably) trivial matter for me to switch the earnings.
The reason for the precautions is just a matter of proof. While I don't think anyone has tried to "steal" balances from another user, allowing balance transfers just from an email request, with no proof that you owned the original address is just a matter of security.