Banks don't need the "anonymous" part of the WEI, just the "authentic" chain of trust as in am I really identifying a life person rather than a robot impersonation.
Banks are lazy, they shouldn't need to rely on infrastructure of commercial app stores, blessed devices since they've already proven they could develop it themselves (chip cards, dongles, time-based one time codes, etc.).
WEI is mainly aimed at suppressing the unauthenticated noise, when reading a signal from GET requests (ie tracking) that was never meant to convey any information beyond what is asked for, in the first place.