I don't think it's usually that they don't know what's going on, but that they don't want to tell you, because they think that's giving away too many details.
I've been flagged in many systems as I move around in the world quite a bit, so sometimes I use a credit card acquired in one country in another, and a couple of days later using it on the other side of the planet, which triggers their anti-fraud systems. Then I write to them and they reply something like "Unfortunately you cannot continue to use our services as your account been flagged as potential fraudulent use. We cannot give you any details because then it'll be easier for fraudulent actors to work around it, so I'm sorry we cannot tell you anything else. Bye."