I have had the same problem in the past, it has always been down to the fact that I cannot prove who I am as I don't appear on the electoral register. Originally this was due to being registered as a Service voter and then in latter years because I decided not to register. A chat with my bank manager to explain the reasons why sorted it all out. He knows now that every time I apply for a mortgage, loan etc he won’t find me in cyber land but he has the power as they say!!
I believe from a recent chat with my mortgage adviser that getting credit or even opening a bank account has been made more difficult by the over zealous application of money laundering regulations.