That's true, but if the NFTs show up on some places and not on others then you could start a "resistance" against the existing market places. Outside of DMCAs and other such legal requirements, an exchange needs to be impartial about the stuff being sold and published on there to remain credible.
The cryptocurrency crowd is usually drawn to the decentralised, unregulated market, and OpenSea has turned out to be the exact thing blockchains are trying to overthrow.