I don't know why, but there definitely is something to it with credit card companies being suspicious of online Microsoft Store purchases.
About 2 or 3 years ago, purchasing a tablet from the MS Store with a Citibank MasterCard, I had similar issues, where my bank called me up immediately to confirm that the purchase wasn't a fraud.
The same thing happened this morning with an AmEx card. I got an email from them where they wanted me to verify the purchase was legitimate (despite the fact I've made 4 or 5 purchases from $100-400 from the MS Store with that card before too).
I personally called up the Microsoft Store to see if it would affect my order, and all I was told was "your order shows in process", which I knew already from the site. Strangely though, I don't see the ~$1200 charge that AmEx had an issue with in my 'pending charges', even though I have a ~$300 accessories order from them (bought the two new covers before I decided to upgrade to the Pro 2) that is showing up in pending charges.
Anyway, it's got me a little concerned for my Pro 2 order, but we'll see. Either way though, for some reason multiple banks and credit card companies don't fully trust the Microsoft Store.
(And had I noticed that you could use Paypal at the time I placed my order, it probably would've made sense to use them, considering the past history... I just didn't realize that).