If the exchange is "suspicious" then why not simply return the ETH? Because they think its "suspicious" they get to keep it?

There is nothing listed on their website, no company information, not even an email address. Everything about this says they are simply making stuff up to steal my funds and cover it up using the KYC scam trick.

This is simply a scam exchange with no offices and no company in any jurisdiction.

I will repeat what I said in a follow up email they specifically asked me for my login credentials/keys and I am willing to let somebody verify it.