Be happy they are giving you the option to withdraw coins to your own wallet or bank account.
I heard cases of people ending up with frozen coins and closed accounts without any clear explanation, so you are certainly not the only one.
Some exchanges consider gambling, coin mixing and connection with sanctioned countries as high risk, but they don't need to give you any explanations for closing account, it's in their terms.
I would suggest switching to p2p trading and decentralized exchanges like Bisq, to experience real freedom without kyc.