The reason and solution for this, as well as other reasons to why you Never should mine directly to Any exchange is explained in this post.
1. Server load. If a majority of the accounts on the exchange was to mine directly to the exchange it could potentially cause delays on deposits/withdrawals and unnecessary load on the servers. So to prevent this from happening, a temporary freeze is performed on those accounts.
2. You do not own the Private key for the exchange addresses. So whenever you store funds on an exchange you should be aware that the funds are not really Yours. Meaning, that if something should happen to an exchange, you do not have control of "your" funds.
The solution to this is simple. All you need to do is get a wallet for the Coin you are mining and send funds to the exchange whenever you actually need to trade. Once you set the miners to your own wallet, submit a ticket and ask to get your account unlocked.