They're definitely asking for too much from you at this point over $20.
I have a reason to believe that Coingate would have processed the order had I sent funds that were directly mixed from Thormixer or anything else using Jambler (I explain why above) - In fact, I've sent funds to Paxful from these services, a site with more regulations than Coingate.
As Coingate is headquarted in Lithuania, it could be that it has to uphold different AML practices than Paxful, which is located in the US. It seems to me they do know your coins came from a mixer; whether or not that is important varies from place to place.
I've had funds rejected from certain exchanges because they were from casinos... There's a lot of different standards out there. At least you got your coins back.