Few reasons: keep access to the frontend features of each providers, have access to my chats I have in the individual frontend apps, to not have to trust a 3rd party provider, to not have to update the app each time a new model comes out
I think some people here are confused because they imagine financial/customer synthetic data where the pattern to simulate is unclear, instead of computer vision, where the pattern to replicate is obvious as we see it before our eyes. This company seems to be focused on specific use cases of computer vision synthetic data so makes sense imo.