I'm guessing they also don't want to. If they took custody of the Bitcoin, I believe that would make them a MSB, and hence get to do all of the "fun" associated

I'm guessing they also don't want to. If they took custody of the Bitcoin, I believe that would make them a MSB, and hence get to do all of the "fun" associated with that. Also, the additional security and financial implications of holding money for their users.