The only real answer is privacy, but I would just use BTC instead of USD if I wanted privacy anyway, and BTC is already programmable.
If you have a BoA, Chase, Citi, and Fidelity account, then unless there's a push towards exposing data for third party uses your only option becomes trying to look at 4 dashboards.
To illustrate only one problem. There's also others, including portability: what can you take with you when you decide to switch your 10 year old BoA account to another bank?
My bank doesn't have this, so that's one reason.
Another would be that a third-party could write the code that performs the analysis, you should be able to just download (or purchase, I suppose) their script and use it, so you don't have to do it yourself anyway. This also means it becomes possible to have competition within this space, right now, you can only ever use your bank's analysis tools, if they're great, fine whatever good for you. But for some people it'll have limitations one way or another. Competition is not a bad thing.
Besides, it can be fun to look at your financial data with your programming tools. It's an interesting data set to play around with, analysis, data visualization, budgeting, even if just for learning.
ymmv, of course
The ability to aggregate the data from all my accounts would be amazing...