I explained the reason I wanted that particular account closed (nothing to do with self exclusion) and disn't realise it would have the same affect on the other two accounts.
A manager has apparently listened to the recording and has concluded that I was told it would be self exclusion. However, according to one of the CS bods it should have been explained to me the consequences of self exclusion and some other things. I certainly never asked self exclusion although it's possible this is what the CS bod suggested and I didn't understand what that meant in terms of gambling problems (which I don't have)
I'm going to send a subject access report to Betfair and listen to the recording myself, then follow that up with an official complaint if necessary and a referral to IBAS if that doesn't work. Thanks to the guy that suggested that.