I don't know if it's because they don't understand it, and that's scary, so they think it's safer for the big boys to hold the keys, but imagine if people acted the same in other contexts?

"The bank should keep hold of the keys because otherwise I might accidentally lock myself out, or lose my keys, or leave the door unlocked for a bad guy to come in and steal my stuff".

That's fine if you can't trust yourself to look after them, let someone else handle your keys for you, perhaps someone "trust worthy" could offer it as a service, but I'll keep my keys in my own pocket thanks.