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 Cash can only be withdrawn to the same source that made the deposit.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.
Then someone must explain to them that bitcoin is not the same as cash and bitcoin wallets aren't bank accounts! Most if not all wallet apps and exchanges create new addresses for each transaction and a wallet can have an unlimited number of addresses. They shouldn't care which address you use to deposit/withdraw as long as they know it's you who issued the transaction.
You were lucky that your old address was still active and tied to your account. Some other exchanges/services work differently, if you make a deposit to an old wallet, the sent money will be lost.