Discovery insurance

I recently received a call from Discovery insure offering me insurance for both my car and my husbands. I was with Budget insurance where I had just received a no claim bonus which I told them. I was asked whether I had ever been refused by another company. I told them I was with Santam insurance for 10 years and then we had a year with multiple storms and had multiple claims. I was told it didnt matter and i must cancel my budget policy which I duly did. Now I am told that I must go back to Budget because they need to investigate me. I am so embarrased because they harrassed me to cancel the policy with Budget. I this how one is treated.Gertie Tobias