This makes them a very good company. It means that someone can't call and pretend to be you and get all sorts of personal information about your account that you wouldn't want a random stranger to be able to get.
I've had accounts locked at other banks for other reasons, such as because I had used it at Target when Target had a data breach, and it is a good thing when they lock it, because it protects you from very bad things that would happen if they left accounts unlocked when they weren't sure.
It is not true that you "had to call", and I think at least 50% of your problem is that you keep using the phone for things that should not be done on the phone.
If you want to cancel, then send a written letter, by certified U.S. mail, telling them to cancel the account. Do not call, and do not ask anything on the phone.