Run away. There are too many casinos that won't ask you to do that, which looks like a scam. In a bank it's reasonable, but not in a casino.
The problem is that I have money to withdraw
Don't you suspect a foul play? This is the trick that most scam casinos come up with. By asking you terrible questions to make you begin to question yourself whether you should withdraw your funds or leave it there and run away because of the stress and unnecessary explanation, they are going to put you through.
Well, what will you do about this? Is it not to formulate any job you do and see their response? It will still be another additional question to be asked by then if I am to say. You better let go of the casino because they are fraudulent. They already show their mode of operation to scam their customers by asking them unexpected questions when they want to withdraw their funds