Japanese expect their needs to be anticipated and their preferences guessed, whereas Westerners are more prepared to (and often prefer) to be consulted directly.
Westerners therefore ignore obvious hints from the Japanese, while Japanese go searching for "hints" where there aren�t any and refuse to take a Westerner�s words at face value.
You thought that by clearly spelling what you needed, you made your question easy for you friend to answer. You want to change money, ergo you need to go to the bank, ergo you need to know where the bank is � could he tell you?
The problem is, he missed this completely. Since no Japanese would be so vulgar as to actually say what he/she wanted (as you have done), your friend assumes that what you have said is only the tip of the iceberg � there must be a whole other need here which is not being expressed in words, but in the absence of words. And what did you "say by not saying"? It may come as something of a shock:
You're unspoken message: "You are a bad host because I have spent a lot of money in your presence when you should have been paying for everything. Now, I require a guarantee on your life that your local bank will change my AUD into yen immediately."
While the first part is naturally going to cause some discomfort to your host, it is important not to miss the significance of the second part also. Japanese banks are renowned for screwing consumers even more than Australian ones do (if that can be believed), and many Japanese have difficulty even grasping the concept of a foreign currency, let alone have experience in exchanging it for Yen. Thus while an Australian might just assume that this is a basic service provided by any urban bank branch, a Japanese may not be willing to risk his "face" to assert that this is something which any bank in his city will provide at this time.
These miscommunications come up everywhere in foreigner-Japanese interaction. A more common example of this is when a guest visits the home or office of a Japanese person. The host will serve a drink, hopefully (for me) green tea, but more often cheap, nasty, instant coffee, with a single-serve sugar sachet and a single-serve milk-substitute containers. This often doesn�t follow any prompt from the guest, or any query by the host as to what the guest would like to drink. In fact sometimes the host will ask what the guest would like but serve "coffee" regardless of their answer.
On a practical level, this avoids the mutually "hazukashii" possibility of the guest requesting a beverage not available in the host�s house (if you want to have some fun with your Japanese host, frown at the coffee and say "I�m sorry, Tanaka-san, but I don�t drink coffee. Could you please make me a watermelon and papaya daquiri?" and see what reaction you get).
However, this is not the true reason for the host neglecting to ask what you would like to drink. Rather, it is because to a Japanese, there is no need to ask � all normal people drink cheap, nasty, instant coffee, with exactly one single-serve sugar sachet and one single serve milk-substitute container. To confirm whether your guest would like this would be to imply that he/she is eccentric or unusual, a grave insult in a society founded on conformity. To the Japanese, asking what a guest would like to drink and then serving this is like a waiter, upon being asked to direct a diner to the bathroom, replying "Certainly Sir. Would you prefer the Gents or the Ladies?".