Unfortunately in today's regulatory climate it is necessary Contact their support and see if there are any additional items that you can provide to establish your identity to their satisfaction.
Feel for ya, have a friend that is the poker dealer
at my local underground club and he lives as much as he can outside the 'system'. Pays cash for everything, no bank account, never files taxes, no insurance, only has a drivers license. He has had some interesting stories of dealing with things due to his choice.