I was infuriated!
They were not only asking questions as to why I would need that sort of money, since it was a "larger than normal" withdrawal, (which I explained with the truth, that I was concerned about a bank run), but they also said:
"We no longer deal with larger cash transactions. Anything over a couple of thousand is very suspicious and we will need to report you to the financial authorities for even asking to do this withdrawal."
In the end I got my money out, (after numerous angry phone calls to two managers, and several days waiting beyond the normal 5 days), but not only did I have to pay a hefty fee of 2% but they made me feel like a criminal for even asking to withdraw my own money!