Because asking money to do things before they do it, is excatly how scammers operate.
Exactly and that is my fear and nothing more. Frankly speaking to pay the money nis not an issue, if I pay the money then they frame another story that they can't refund the money because they don't know where the funds are or other cooked up stories then I became a loser with double transactions. So the payment before refund is not nice one. I really doubt if it is real.
This is odd, exchanges charging money to recover coins when a user makes a mistake is not unheard of, however if the money you sent on that mistaken transaction is above that amount, Kucoin should be able just subtract that amount directly without the need for you to send an additional transaction.
So you are either dealing with a scammer impersonating Kucoin staff, or your transaction is lower than 40 dollars, in which case you might as well just forget about that money.