How long have you had credit history for?
If less than 6 months then this is normal
With short history they don't have enough info on your report to be able to identify you.

I'm in the same boat like you, you can only request a copy by phone to get it mailed to you.

If you want to use the monitoring service online, I had to fax them a copy of my drivers license and a utility bill to proof my identity

The annualcreditreport.com
Is not run by the credit agencies and so using that site or Transunion site is different