Why did Zerodha send an email asking for bank proof?

As per regulations, Zerodha must verify the bank account linked to the Zerodha account. While opening an account and modifying the bank details, the bank account is verified through a penny drop. However, the penny drop verification may fail in some cases. Therefore, to update the records, bank proof is required. Create a ticket with the recent month’s bank statement, passbook or personalised cancelled cheque.