First, let me explain why drop-shipping is a popular vector for fraud. Drop-shipping means selling a product which you don't make or hold in stock; instead, when a purchase comes in you go and buy it somewhere else and have it shipped directly to the buyer. You can think of it as a form of arbitrage. They're remarkably efficient businesses: they need to have no assets or physical presence. The flip side of that is that if you were looking to create a legitimate-looking shell business to, say, cash in on stolen credit cards then drop-shipping would be a very plausible cover story. It's hard for us to disprove.

Since Stripe is on the hook if customers don't get their goods or services, we need to be able to ensure that the businesses are legitimate. It's hard for us to reliably do so with drop-shippers. While dropshipping is not Shopify's primary business, they are more specialized in ecommerce, they have more business-specific data, and there are a handful of other properties which let them support these businesses more readily.

The simple obvious first guess is, "Shopify makes a much larger margin, so there is more money available to pay for fraud detection"

Or maybe Shopify knows more about their clients or something like that. Regardless, the margins in Stripe's business are pretty thin, so they can't afford to either eat a lot of losses due to fraud or spend a lot of money on detection. It's totally possible that clients who drop-ship things are not profitable on average for Stripe, even if the vast majority of people drop-shipping things are totally legitimate.