I would have asked WHY they have that policy. If the answer is, as for US nationals, because of the huge paperwork burden imposed by the US government then that is fair enough. If the answer is lots of embarrassed shuffling (i.e. no reason) then you can say "you don't appear to have a reason, so please open my account". And make enough of a fuss that they just get on with it to get rid of you.
Philippines by any chance?