That's a good idea. I think you're right: An attacker would have to compromise all the DMSs to obtain the plaintext. That's not outside the realm of possibilities. But it is much harder than compromising just one. At that point, the DMSs might not be the weak link in the chain anymore--an attacker might find it easier to attack your own systems. (Which is a good thing.)
DMS #1 and #2 (Assuming there are several 'providers' in the 'market') would need to collude or both get hacked in order to compromise the secret.
If there are more DMS services, the key can also be split between them. And I believe there are some key-splitting algorithms that even help this process further.