This is common in banking all over the world. Governments usually force the banks to ask, supposedly to help combat terrorism and money laundering. Almost all large western linked banks follow the same protocols, though more local/regional only with limited national/global footprint banks may not.

The banks aren't asking why in order to deny you access to your money, the banks are asking you why to see if they need to file a report to the government on a suspicious transaction. The bank will not inform you if they are filing a report to the government and in fact informing you is against the law, typically.

This is so the government can check up on you to see if you're doing anything you aren't supposed to be.

If you refuse to give a reason, they may just report you to the government also.

Just say you're heading to the casino with some friends and you're going to play some high stakes poker. It's not something that's deemed culturally "good" but it's a legitimate reason for needing a large sum of cash.

If you're withdrawing over $10,000 in cash, it doesn't matter what your reason is, it's automatically reported to the government and has been for years.