I guess it's up to their evaluation of the risk since they're the ones who'll pay for fraud if someone finds your lost card and guesses the PIN. Though if you're not going into a branch, there's no opportunity for you to choose a PIN so they have to do it for you.
Sadly not here, they put all the responsibility on you as a customer. You loose your card and don't immediately notice it, you are responsible for all lost funds until you block the card.
