Yeah -- the story behind it is intriguing. Also, the states that have their own exchanges use central services provided by the federal gov for subsidy eligibility.
I do think we will see states release data back to the federal gov for ease of use in time. NM and ID already has done this and other states seem to send their raw data to individuals when asked -- suggesting the data can be centralized (e.g. when we reached out to CA for data, they quickly provided their data to us).