Have you been able to withdraw from cryptsy in the past? Did you receive any kind of confirmation email, or an email asking you to confirm your withdrawal? Do you know if they usually send such emails prior to processing withdrawals?

I can't speak for cryptsy specifically, however I know that some exchanges will make you click on a confirmation link prio to processing a withdrawal to use as an additional verification factor (even if you have some kind of 2fa enabled).

As unhelpful as this probably sounds, I would suggest canceling the withdrawal request and then making a second one, as I really do not see any harm in at least trying this.