I'm playing devil's advocate a little: There are sometimes legitimate legal hurdles to having your data hit external networks. For example, if you're a medical insurance company, then you have to get everything HIPAA legal.
"Customers may use any AWS service in an account designated as a HIPAA account, but they should only process, store and transmit PHI in the HIPAA-eligible services defined in the BAA. There are six HIPAA-eligible services today, including Amazon EC2, Amazon EBS, Amazon S3, Amazon Redshift, Amazon Glacier, and Amazon Elastic Load Balancer."
http://aws.amazon.com/compliance/hipaa-compliance/
Notably, I don't see Elastic MapReduce. It seems that if you wanted to run heavy data crunching, you'd have to run you own cluster on EC2.
In both cases the projects were controlled by marketing departments who were much more concerned with cost per customer than with maintaining total control over every aspect of the system.