Check the terms of use, has a bit about Due Diligence, for Transactions, this also to account changes, as transactions need to be 100% secure.
cex.io/terms

Think about it, anyone could pretend to be you and try to access your account, do you really want that?  

They also have a privacy notice, seems all in order, you can even request a log of all the info held, and ask for it deleted too.
"Correction/Updating/Deletion of Personal Information"
cex.io/privacy

The increased security on this platform is also because they are introducing FIAT markets soon, so is part of their protocols.