Because the wire never left the bank - it was only ever a request, and the bank denied it.
Wire requests normally produce receipts too.
Posting the receipts would prove CryptoXChange was telling the truth about having submitted the wires. And I can't believe that's illegal...
1) They can't directly say that the bank is who triggered the AML request. Showing the receipt would absolutely prove that.
2) They submit the wire requests in large batches. Giving us the receipt would reveal the transactions of others.
Honestly, this is an issue that's well beyond the court of public opinion. I support the OP in wanting to do a lawsuit, as that is the only way that both sides could lay all their cards on the table.