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I'm afraid you have misunderstood the letter, you are not being offered a choice as to whether you stay on DLA or not, if you don't claim PIP then your DLA claim will be closed, if you do then you will be assessed against the PIP criteria and your DLA will remain in payment until four weeks after a Decision is made on your PIP claim.
See our PI Claim guide for details of the process and the criteria that you will need to meet, it is very different from DLA.
www.benefitsandwork.co.uk/help-for-claimants/pip Gordon