Maybe they were baiting you. Maybe the first transaction was "flagged" but then it was too late for them to freeze it and were just hoping you make another one. Just because they let your first transaction go through doesn't mean that they will do the same for all other transactions you throw to them. That is the problem with such exchanges. You never know when they will decided to freeze your funds.

Please stick to real no KYC exchanges if you don't want that kind of stress.