Yes mate, the documents vary from embassy to embassy and in all honesty from personal experience I would strongly recommend HCMC embassy Vietnam. They need 6 months of bank statements but fast very fast, only 3 days. Yes your current location would be ok in regard to passport page stamp/sticker etc. And the financial requirement, I did a combination of a savings account and current, they were cool with it.
i ask myself the same thing, its not universal, some embassies in some countries just like to throw their weight about. Had similar for British embassies too when I have had passport related or visa stuff to sort
Would recommend HCMC Vietnam embassy based ofd of mine and others experience (i got workaction some of my pals got soft power) would not recommend Kuala Lumphur embassy, very strict and a big headache!