I always wonder how this works? My HR office contacted me and told me unemployment application was rejected because I was still employed (someone submitted one

I always wonder how this works? My HR office contacted me and told me unemployment application was rejected because I was still employed (someone submitted one on my behalf). Maybe states differ a lot but the unemployment office seems to check with an employer here before paying (I'm in massachusetts, you don't get unemployment if you are fired with cause). Also a unemployed friend indicated you had to stay in contact with the unemployment office showing that you were searching to get the benefit. The police officer handling fraud I talked to said he was getting a lot of a calls about this kind of fraud.