It is just the way it is. Once a bank asks you for details about a transaction you pretty much have to or you're in for a major inconvenience. My understanding is that the process is partly randomized, meaning that they could ask for details on any transaction regardless of the amount transferred. In majority of cases the bank is just happy to get an answer and won't bother you any further.

But I do agree that it is a bit worrying how AML (combined with terrorism and child abuse) seems to be increasingly used as justification for more surveillance. Personally I am not convinced that the money and resources being spent on AML are yielding proportional results for the cost.