The third party is some no name shady company. So not that surprising that they do not support lightning. What would be surprising is if they do not get hacked, or rugpull the users in some other way, during the next 12 months.
Discussion
But when you trade on it, does it still look like Kraken and have the same order book? Or is a complete rugpull where they just handed the customers (and their data) over to some dude with a bunker?
Afaik in The Netherlands they switched everyone over to an EU entity last year but nothing changed.
I closed the account, but I guess on the UI side nothing changed. The change is only in who is safekeeping the funds. That is why this is so strange, and why is kraken willing to risk their reputation like this.