I guess you need to register a passport number so that they can check it against the passport you bring. That’s odd, but I can see why they might ask.
I believe passport numbers change (at least in the US) every time a passport is issued.
One possibility is to bring your new passport and a photocopy of the front page of your old passport (I’d say bring both, except that they may not return your old passport when you ask for a new one).
If you don’t have a photocopy (since the last one was lost), be sure to make a photocopy of your new one for future use.
In any case, definitely contact CFAI in writing about this (follow up with a phone call, but you want to document that you contacted them well in advance of exam day).