Western Union ask all these questions in order to comply with Money Laundering Regs. It's crazy to think they'd voluntarily place such onerous demands on their clients, they're interested only in completing transfers with the minimum amount of red-tape + overhead. Bitcoin circumvents all this as no 3rd party is required, how will governments impose their Money Laundering regime on two individuals completing a transfer with no intermediary??
Western Union will be throwing everything they've got right now to put pressure on governments to regulate Bitcoin into obscurity!