This is just one more reason to avoid DEXes.
Even when following all the compliance requirements, if they detect any suspicious behavior which happens usually if you use a VPN, you may have to spend a huge amount of time getting your money out.
The main issue, as you experienced, is the loop you enter into when dealing with AI agents while trying to solve the issue, you where lucky as sometimes, depending on the day/time, you may not have a chance to talk to a real person offering support.

There are so many scams and so many people and exchanges have suffered them that they try to protect the funds no matter what, even if that is against the interests of the customer.

I understand keeping pace of your crypto assets by your own, trying to use defi opportunities to increase the yield on a secure way is not easy as the speed of change in this industry is exponential. I wonder how long it will take for independent trusted financial advisoring services appear offering to manage your funds adding an insurance as an extra layer of security.