It's becoming normal already even in banks, they are asking about the source of funds when you deposit a large amount. Stake could just be following government policy just like the rest of the casinos today. Not gonna be surprised anymore, when the government asks them to do their duty, they have to.
Users are also suspicious about this stuff like withholding some funds upon withdrawal, like any other bank today, it becomes their business to ask even the details and purpose of withdrawal which is annoying as well.
Sure they can ask whatever they want but they should also be reasonable with what they request and what they can decline.
I remember there was some guy, here or in the stake forum, I don't remember exactly, who got asked for proof of funds but everything he deposited was from free lance online work and signature campaigns.
Obviously you don't get any receipts or anything for this, so it is hard to "prove" this as an income.
Needless to say, they rejected all of this and he got left empty handed, which is ridiculous. If they actually want to request such data they should do it right after the deposit. If the player can't provide such documents the deposit should be sent back to the sending address, and that's it.
But no, they wait until you have made a profit with this money and then put the gun to your head, which really is some bs behaviour.
Because if you lose this money nobody cares where it's coming from, shady shady.