Because they are not exactly a reputable exchange. Very few exchanges have the reputation and licensing that justifies giving them government ID, selfies, SSNs, etc. Gemini, Coinbase, maybe Bitstamp.

But Bittrex? That's a joke, right? Does anyone even know who runs this company? Do we know anything about them besides their virtual office address which is used for service of process? I don't even like to give my SSN to banks, for fear that they will have their data compromised. Bittrex and similar exchanges are a ticking time bomb for data theft, if not cryptocurrency hacks.

Also, it's important to note that this isn't just about verification. People with Enhanced Verification already on their accounts are having accounts locked. There is more going on here and it's concerning that Bittrex isn't forthright at all with the details.