Just because they ask, doesn't mean that you have to answer. 
Good luck without a bank account! The Dutch "farmers bank" kicks out 10,000 customers per month, and that includes customers who refused to provide the information the bank asked for.If we accept any threat, we will be doomed before we know it, man. And probably BTC wouldn't survive.
Banks are not the same entities simply because are banks. "Farmers banks" are specific bank entities, not commercial ones like the ones we talk about and their criteria are very different, as their ToS, their legal requirements, etc. Thus different KYC/ AML procedures and demands for their customers.
Btw, I have more than enough bank accounts from different countries and never faced a critical/ fatal issue. Common issues yes, but critical like closing my account or banning me, never.
