I joined USAA when I was in the service. I applied in person at their branch next to West Point so the only thing I needed was my CAC card. Sending in an LES is not too strange and considering how the most sensitive parts of your SSN and bank information are blacked out I would not worry too much about it. You have to remember USAA is not affiliated with the military so there is no reason they have any more access to DoD than Chase, Citi or any other bank. Lastly, I would highly recommend signing up for Chase Military Banking in addition to USAA. And don't forget to take advantage of USERRA to get your annual fees waived.