As someone who works in a bank, if I sent trading data off to an external service I'd be fired almost immediately. Even things like pretty printing services are monitored and blocked.
Totally agree, but they would not fire you if you price a bond in Bloomberg. I guess is more something about who the banks trust, which is a closed set of actors that does not seem to change (again, I'm not saying anyone has to trust with this, but maybe something will change some day)