A man-in-the-middle attack done this way would be easy to detect. You just need to compare the site's key with the one you received, and they'd be different.

Or, in simpler terms, that kind of attack would require the cooperation of several employees of the attacked companies. While just putting a mole there and copying the private key would require cooperation of only the mole in one of the positions that would need to cooperate at the other attack. (And breaking the key would happen only if the NSA wanted to give some easy money to computer manufacturers.)

Rougue certificate authorities are the biggest weakness of SSL from the point of view of a user that wants to be sure that it's really his bank that is asking for a password. But the endpoints security are still the biggest weakness against a powerfull oponent like the NSA.