Sometimes the IRS will mail a check if they detect something that seems like part of a pattern of fraud. One example is too many deposits going to the same account (since most taxpayers don't have that many separate direct deposits.) The IRS does not disclose all their reasons.
Ultimately, the IRS views mailing a check as more secure, and they are taking steps to try and ensure refund security. This is ultimately to your benefit even though it is inconvenient.
