Im sorry that sucks, but we should not give up rights because some customers are easily fooled. This is a slippery slope you do not want to start on, because where does it end?
I kinda get the point. If someone impersonates you, that information should not be protected because it's supposedly you.
I believe there has to be a reasonably high bar that a person has to clear before a company should be even allowed to assume they are who they're claiming to be, but once that bar is cleared no information regarding or directly linked to the person in question should be withheld from them.
I would expect my relatives to validate my identity before sending money to me via any new method.
There is, or there are. Western Union just doesn't care about it, because it costs money and their fee still gets paid if the scam works.