This appears to be the first transfer of funds from your account to the selected bank. Please affirm that you have previously deposited funds from this bank to your account. I affirm I have previously deposited funds from this bank to my account. Yes or No ? We're sorry but we can only accept withdrawal instructions to accounts from which you received a deposit.
That plus anti-fraud. If the broker sends money to unauthorized place, they can be brought into the mix as "accountable". Trying to avoid that possibility.
New accounts are always a source of potential risk for institutions.... trying to protect against the things fraudsters might do. Can't blame them, can you? Perhaps you should deposit some money into the account you wish to "receive to" and ACH it to your brokerage account.... then request distribution. That helps to confirm the legit nature of your new account, but you'd want to ask if that's "enough".