Banks are doing this a lot these days, mostly because they're on the hook for fraudulent activity. I travel frequently as well and I always call my bank to let them know where I'm going.
On the other hand some thief called them and persuaded them to change our internet password, issue a new card in a name not ours and send it to Houston where we do not live. We were lucky to catch it before she got the card. Seriously not impressed with their "security."