ICICI Prudential Life Insurance — no refund of the cancelled policy

I purchased online insurance policy from ICICI prudential policy number[protected]application no OP[protected] through policybazaar.com

After the cancellation, ICICI prudential requested me to submit a list of documents including a cancelled cheque, bank statement etc. More interestingly, when the policy is cancelled, suddenly they changed the online deal to offline.
I or my blood relative have to go to their branch and submit the hard copies. They collected the money by one click and when it come the refund they want to make the the costumers life difficult. If this is case for refund of a cancelled policy, who difficult could be the claim settlement from ICICI prudential.
I have similar experience with TATA AIA and HDFC life and the refund the amount hassle free by an email.