Pep Stores not doing due diligence when opening accounts

I don't have an account with PEP but I got a call from some third party and wanted me to verify my details. I told him I don't have a account. He told me I must go to the police station and do an affidavit. I honestly don't have time for that, I am Looking after my mom with dementia. My problem is, why did PEP not verify my details before opening the account. How is it fair to me that I must be now be inconvienced by PEP. They must do their investigations without harrasing me.