From some content presented in Flash Boys, a question: Why would large block traders like to trade with someone pinging the market for 100 buy/sell orders, wai

From some content presented in Flash Boys, a question: Why would large block traders like to trade with someone pinging the market for 100 buy/sell orders, waiting for discovery, and then changing the price on other markets from information gained from these pings? If the market were rid of these pings, as the 350ms delay is intended to do? Or to put the same question another way, why would a large block trader not like all trades being done at the same price or at a better or equal price on other exchanges (discovered by IEX) rather than some of the block done at the original price and the rest done at a higher price because 'liquidity' was provided by HFTs driving up/down prices on other markets and then selling/buying from the large block trader this 'liquidity'.