Some features, such as card payment authorisation, aren't available through the web.
Discussion
Cant you just swipe it?
Most of the time when paying online, banking app authorisation is part of the payment flow. Never irl. Probably using a VPN and a privacy email address increases the likelihood of this extra step being required.
Yep, my bank often uses the app for 2fa. I think it has more to do with the seller than VPN etc. my end.