Then they check the other users that traded with that account and so on. If they make the work to ask back what it was about and they hear "Bitcoin" most banks will close the account. Bank Zachodni is a bank that wont close so fast. Thats why they is used for that.
I will add something to this: Bank Zachodni actually charges about 1.20 EUR per each incoming SEPA transfer, which means they make a lot of money off people who have lots of incoming transfers, so that may be one of the reasons they are not closing these accounts - as the account makes them enough income to deal with it even if there is a problem.
For banks where incoming transfers are free of charge, such customers don't make them any money, and if they have more work with these accounts, they are actually losing money, so they're more keen to close the accounts.