Yes, it is on the site you list, but I think they're being over-cautious. It's not any kind of chemical interaction, they're cautioning about psychological aspects of taking any benzos when you're already being treated for anxiety or depression.
If a doctor was being strict about it, adding another anti-anxiety drug would interfere with your treatment; it's why they say you shouldn't drink when you're taking an SSRI. In other words, you can't properly treat someone's psychiatric issues if they get drunk every other day. And the same is true if a person is doped up on benzos.
Also, if you're already depressed, you may react poorly to taking benzos. I don't know if it increases suicidality, but I can totally see that happening (benzos, like booze, reduce inhibitions).
Or, they're being over-cautious because some antidepressants (and citalopram especially) make people kind of sleepy, so don't take the excavator out for a spin.
Bottom line is, you should be fine with your Bensedin. But talk to your doctor if you've still got anxiety issues or the citalopram isn't working out for you.