a. What it means that we do not hold the private keys of the user is that we do not have CUSTODY of the private keys - when they're held in the regular wallet. I can break it down even more: it means that we cannot in any way have access to the funds held by people who have accounts at MyNeuCoin.
This is exactly what Blockchain.info does with their wallet, in contrast to what Coinbase does: Coinbase has total custody of their customers' funds (when they're held in the regular wallets, it's a different story for their Vault feature), which means that in case of fraud or issue, they can "grab" the funds of the fraudulent user.
We chose the option of not having any control on the funds of our users, it's very important aspect of the wallet.
As an afterthought, if you wanted the owner of the coins to have absolute control without a proxy (i.e. you) you would have used HD wallets. You can have them in the form of a simple browser plugin if you want, has been done before and works like a charm.
You want as much control as you can get, plain and simple.