I deposited money to CEX.IO last Monday. I made a same day wire transfer, however it took until Friday before the funds were available. (Other exchanges have made the funds available the same day)
I then decided to withdraw the funds immediately since the market was so thin, and would require buying at much higher prices than available elsewhere.  I advised CEX.IO immediately that I had decided not to trade, and that I wished to have my funds returned. However, their compliance team replied that I had to fill in various AML/KYC forms that had previously been sent to me, in order for them to allow me to make further deposits (!) and marked my request as 'solved' (!)
I replied immediately that I was not asking to make further deposits, as I had decided not to trade, and was simply requesting that they refund my funds to the bank account that I sent it from, which should not require any AML/KYC, the laws of which I am very familiar having worked in the financial industry myself.
I subsequently received an acknowledgement that my withdrawal request "has been processed", and we'll see how it progresses.
I sincerely hope CEX.IO will in fact refund the money, although it is very disheartening to hear the problems experienced by others, posted here and in other forums.