Why does the ForEx broker care if the address is the same? He should just send the funds wherever you ask him to.
DannyHamilton is right. You can withdrawal to any address you want. Is it just a warning waiting for your confirmation or are they refusing to withdrawal?
Forex has very strict AML policies. Cash can only be withdrawn to the same source that made the deposit. They've specifically told me that they can only withdraw to the same BTC address that made the deposit.
Looking at the transaction history of my broker BTC address I can see my deposits being made. Searching for the address I have with the exchange shows that no transactions have been made on that address.
What is strange is that the address the forex broker tells me is the one that made the deposit has only made 2 transactions while I've personally made several.
At first I'd assume that it is because the exchange uses a pool as Danny has said but if it was a pool wouldn't there be more than 2 transactions on that account?