they afraid you buy forex..

No. I think they're afraid of money laundering. Have you been transferring money into some dodgy account? 

Nothing to do with Forex. You shouldn't have problem as long as the account is under your own name. 3rd party account may require you to provide more information especially if the amount is over US$10K - yes, that's for anti-money laundering purpose and also to prevent terrorists for illegal funding. 

But, no banks should ask you for receipt BEFORE you make any equities purchase. That's just silly. 

I think you need to request to speak to a manager or supervisor. Just tell/ask him/her this question.
How can one provide a receipt when the equity purchase transaction HASN'T occurred?  ie. How to get chicken without an egg? 

If they can't do it, just change to a different bank with its staff that have brains.

Just use online. Nobody will ask you. Unless your pc can talk.

I use m2u from the start. The form you fill up require you to state why you TT the money. Just tick transfer to non malaysian and for the invest purpose. Max RM10k/ day and RM10 fee. Cheap enough.