They always try to screw you by making you buy some useless insurance or some other charge through them. Just go to imigration and get the residency certificate. Forgot what it costs but was very cheap. You can pay to get your photo done there to for like 150 baht. Then go back to the bank and they can't refuse you anymore.
I had that issue at Bangkok Bank in Pattaya. Its a scam of theirs. I refussed and went to Imigration for a residency certificate. Went back to the bank and the lady looked pissed but opened my account. But I am here on a retirement visa.