It seems like everyone gets interviewed at Kellogg, right? So formality, I'd say.
Yes, I decided to write in english. BUT, every alumni I've had so far have started with english only to switch to portuguese after the first question... Common responses: "Ok, your englishis better than mine".
It's cultural. I don't ever see Brazilians following the guidelines by the book... They did 'test' my english though. Which is better than nothing. That's why I'm concerned over the email, knowing that Brazilians are normally more casual people.