I completely agree with this . I myself have had the issue , with even sites like Neteller freezing my account after I tried the withdrawal or deposited a large amount . They are never seen blocking before a deposit, but right after one they do it.
Some sites claim that its for your own good and for them to stay in line with the legalities, but thats pretty much a BS excuse for it . I haven't ever had the problem with bitcoin gambling sites though , so thats another reason they are much better than Fiat which requires ID and all.