They won't want to know (or they have no legal basis to ask AFAIK) why you want cash. Whoever you are giving the cash to could very well ask/may be obliged to ask where you go the money (I would wonder about why you would want/why someone would ask for €20k in cash in the first place, but that is really none of my business).
They might try to dissuade you from cashing in so much of your savings, but this will be out of self interest as opposed to any concern for you (well from a security point of view they might adivse against it as well).
You may very well have to order the cash a few days in advance. Be prepared to offer multiple forms of id (I'd bring passport and drivers licence).