Makes no sense

I app**** for a small loan until my next payday, on which day I receive a salary and a pension. I provided them with three months statements for both the salary and the pension, but my loan was declined, because according to Wonga my income stated on the loan application does not match the salary statement I sent them. They were completely disregarding the pension as income. After a few emails back and forth they then advised me to change my employment status to 'Self-employed' so that they can use both incomes. They actually wanted me to lie on my application. When I reduced my income to just my salary on the loan application, the loan was declined. I have had a number of loans from Wonga in the last 2 years and they have always accepted my income as stated, which included both the salary and the pension. I have a good track record with them, but suddenly my pension is not regarded income. What the hell?!!!