That's a really strange email to get I'm actually really surprised to see this so late. I've been already PoF'd by one exchange in 2020, and it was quite a nightmare if I'm being honest, because their requirements were quite lengthy, with proof required for every single deposit I ever made. Good thing I kept most records myself, and was able to authenticate (signed message from Bitcoin wallet) but I think now everyone's going to have to be very careful with exchanges. Keep records, is all I can advise.

Could location have something to do with this? I know I haven't been asked yet...