Bitstamp won't release my crypto until I prove my source of wealth??

I transferred some crypto into bitstamp from my wallet, exchanged it for a different crypto. But bitstamp won't let me send the crypto back to my wallet until I give this this info: https://www.bitstamp.net/faq/what-kind-of-documents-can-i-send-to-clarify-my-source-of-wealth-of-deposited-funds/

No stock exchanges ask where you got money or stocks from. How can that be legal for Bitstamp to do this?