But the bank follows the regulations that tell it to give me all my money back, if there's some fraud. I don't have any money to lose if the bank does not implement security properly. Only the bank has to lose.
They'll refund you after you've already lost the money, or the attacker might use the bank details as part of larger-scale identity theft that might come to leave you in hot water with law enforcement if he uses your identity to commit a crime. All that inconvenience is your own loss, and the bank paying damages for that doesn't really "fix it"