To increase the transaction limits on a MtGox account you need to submit a personal ID (passport or drivers license) and a utility bill (electricity/water/gas/phone) as a proof of address. It is explicitly stated that a bank statement will not be accepted.
That makes it next to impossible for many people to use MtGox, because they do not have utility bills in their name (for example they live with friends or family, and the utility bill is in the name of the owner or official tenant). Also students living in dorms will not have utility bills. I think that more then half of the worlds population does not have utility bills in their name - usually several people live together in one building/flat, and the bills are only in the name of one of them, who is responsible for paying. It may not be possible just to change the name of the person on the bill, because of contract, liability, creditworthiness or many other reasons.
They also seem to accept a "residency certificate" instead of a utility bill, but also excludes many people, but that also excludes many people, as they can not and need not obtain such certificate, as their citizenship and/or passport alone allows them to stay in the country, either indefinitely (in their country of citizenship) or for a limited time (in other countries).
Why does MtGox not accept bank statements, which is an accepted form of verification for most, if not all other financial services, for example:
All these services, and a countless number of others, accept a passport + bank statement for full account verification. That is a commonly accepted and fully sufficient for AML.