My first thought. "so they know where to send the SWAT team"

[Selbiene_Raveren]

I agree, kinda creepy. 

But the reasoning for it is probably due to the wiliness of phishers and hackers these days. If you rely on a monthly mailed statement of your account to keep tabs on suspicious activity, it would be hard to do that if your statement is being mailed out of the country.

But that's also something Big Brother would say too, isn't it? For your protection...?

Aye, there's the rub.