Aye, ask for the manager and politely ask if they would care to change the policy. Point out that doing so, and encouraging bicycling could be good PR. Do they at least have a bike rack, since they force you to go into the bank? There's a few banks around here with ATMs in drive-through lanes and none inside the bank--I routinely use it on foot or bike and no one's given me any grief over it.

If the manager balks, go above their head--call corporate and keep working your way up the chain of command until you finally get someone who can take action.