Clarification Needed on Baggage Check-in for International to Domestic Transfer

Dear All,

Good morning. I am traveling from Warsaw to Frankfurt (Lufthansa), then from Frankfurt to Delhi to Chennai (Air India). I have a question regarding my baggage check-in. I received the following email from Air India:

"INTERNATIONAL TO DOMESTIC Transfer

Please note, upon reaching India from a foreign country, you must claim and check in your baggage again if you have a connecting domestic flight."

My final destination is Chennai, India, and I have a domestic connecting flight in Delhi. Do I need to collect my baggage and check it in again at the counter in Delhi?

This is urgent, and I would appreciate your prompt response. Thank you in advance.