You are referring to UK most likely, irrelevant in Thailand
No, I am not, why should I be referring to the UK? I know that banks here rarely, if ever, will open an ATM during service hours to hand back a retained card.
Many times there are good reasons for cards being retained and, as debit cards are not embossed with the account holder's name, how would the retaining bank know to whom the cards belonged without investigating on the spot with other banks, something that they don't do?