CoinBase support requesting I create a wallet so they can white list it, is this legit?

I initially got a call from an automated message stating someone from Frankfurt was attempting to make a withdrawal from my account and to press 1 if it was not me. I pressed one and the automated message stated someone would call me.

Got a call about an hour later from someone who claimed to be from coinbase and asked if I could create a coinbase wallet so that they could whitelist it so I would have access to my funds. He stated that they were going to lock my account while they were investigating the issue.

Something didn’t sit right with me so I decided to decline his advice and told him if I needed any help I would call. He stated I wouldn’t be able to make any transfers, since my account was locked and they wouldn’t be responsible since they attempted to remedy the situation.

Has anyone experienced anything similar to this? It seemed legit but I’m very skeptical with any institution calling me.