Do you think this is unprofessional?

I have been auto-enrolled onto a pension scheme in work. I had an email advising me that they couldn't find me registered at my current address on the electoral role and that I would need to supply a copy of my bank statements. I replied advising that I had recently moved but that I still had access to the old address and that I was still paying the utilities there. He replied saying simply "sorry for the delay.. if you get these to me that would be great!". I replied advising "Would I still need to supply the documentation you’ve asked for as you shouldn’t find any problems with my name flagging up at my old address?". He then called me saying "don't worry about it being your old address - could you just send me the statements as we need it for money laundering purposes!".

My point is.. he didn't need proof until it flagged up that I wasn't living at my current address. Why couldn't he just apply the same procedure to my old address without documentation? As I explained I still have access to that property and all mail is re-directed from the old house to me anyway!