This is equivalent to burning the cost of interest for that loan as wasted PoW. Any sophisticated attacker will have effectively unlimited capital at prevailing interest rates.
That would be the whole gain: set of attackers would be filtered down to sophisticated ones. That would be advantageous for the network since the more centralized potential attackers are, the easier it is to deal with them.
> the more centralized potential attackers are, the easier it is to deal with them.
The opposite of this is true, as you are talking about "centralised" in the context of "a smaller group of people" and not "a smaller cluster of attacking machines". The most sophisticated adversaries are the hardest to deal with.