Because the minor risk is worth having lightning like speed, custody and privacy without running both a bitcoin and lightning node.
Discussion
Instead of running both Bitcoin and Lightning nodes, the alternative is to run complete side chain business? With PnLs and all?
Just one node, bitcoin, with an account on a sidechain, self custody the whole way including a sidechain seed if need be. , or no account at all because transactions are routed through lightning on the sidechain (working title is thunder, read the drivechain FAQ)
E.g: bitcoin spend with receive address info -> sidechain -> receive address.