Unless if they didn't set up email id and ask for support help then they can ask these questions but OP mentioned that he had set up email in his account but still went through this process of proving his ownership.
If you enabled your 2fa then no need to lock your account right? Because they know that it is not so easy to hack 2fa enabled accounts.
But anyway they also got a valid reason for the security of user accounts so they may be doing all this hard work. Because it also adds more workload on their support team to help each and every user whos accounts are locked.
Even if 2FA is enabled the accounts can still get locked due to repeated failed login attempts.
Lately if you go to the Cryptopia thread many are getting their accounts temp locked due to too many hackers trying to login. And we all use 2FA on that site.
Basically if you keep any large BTC you should have a unique email, unique username and unique password to avoid this from causing annoyances.
But what is the point of hacker doing this? They know that they can't hack 2FA users but why they still want to login with it? Does not make sense here. I think 2FA is the best security ever nowadays but I still prefer to put an extra layer for security which is email pretected so it will help users to have more secure account
Although it is just a small number of btc must need to have this security too to protect everything inside