I understand it’s frustrating, but it’s not Monzo being awkward. That’s the law.
Banks are obliged to report any activity they deem suspicious to the National Crime Agency (NCA) which has up to 31 days to investigate. During that time, the funds have to be frozen and the bank commits a criminal offence if it tells the customer why .
I would assume the same applies to closing the account too. They can’t tell you what, incase you then do something to circumvent that.