I`m not a bet365 user but several times i saw the problem that it is impossible to withdraw money if you haven`t deposited money in the same way. May be the OP just need to deposit some small sum firstly to prove that it is his wallet?
The same time @Daltonik posted enough choices to withdraw.
This is a common requirement that we must do to withdraw money because it also happens in crypto casinos that we often use to gamble.
But if I were him, I don't want to withdraw the money directly to my bank because the bank will check the transaction first and will make sure that everything is according to the applicable procedures. If your country allows gambling, I think it will be safe and the shipping process will continue until it is finished. But if not, the bank may ask a few things before they can complete the process. Maybe sending the money to Paypal, Skrill, or some other method is safer than sending it directly to the bank but I don't know.
But indeed, asking for customer service is the best way not to violate their rules.
If i understand right, the OP deposited money. It means that he hasn`t any restrictions with gambling in his country/state. So i don`t see any problem to deposit some small sum using Visa/MasterCard(for example) and withdraw money same way. In such a way he`ll move his money to the bank.
But if he has some problems with bank - the better way is that you said - deposit and withdraw using Paypal.