Hmmm...you should ask them why if bitcoin is not banned in your country. In our country, Philippines bitcoin is not ban, I've been into cryptocurrency for almost 6yrs, there almost a btc wallet that support transfer to diff banks here and thanks God, I have never been question by my bank how I receiving such amount. I am also paying tax, PH doesnt have tax rate specially made for crypto traders so I am just reporting my earnings as other income aside from being a practicing professional in my ITR.