I didn't get an email regarding it.  They did ask my KYC back 2016, I don't have a choice but to comply since all my funds were with them ni NEM. I didn't encounter issues after that after all they are still one of the oldest exchange that made it and I'm still using them even today.

Asking for sources fo funds is a different story though. Is there any reason that you think why or could you possibly be linked to someone they suspect?