US TREASURY CHEQUE

I called the FNB Head office regarding a cheque in have to cash from the United States treasury. I was advised to open an account with them which I did and was told I could immediately deposit the cheque into my bank account. All that was done later on i was called and told they couldn't cash it because the account is new and the United States treasury limits them. How? I've been away for 2 years and just got back. Whyou do I need to build credit first? Honestly this has been a very frustrating because we can never seem to get relevant answers.