Lost my receipt

I have sent someone money through the money market and lost the receipt. I went to enquirer on how best they can assist me but they told me i have to go to a police station. I need to know why do we need to go through such procedure where as when i sent through the money there were no police assistance needed. The cashier took my phone and searched if the number was there and as soon as she can see it she then told me that i have to go to the police station.