One phrase comes to mind:
"If you don't hold it (in your possession) you don't own it".lol let's now introduce a 3rd party into the whole discussion of owning a masternode. lol
Throw
COUNTER-PARTY RISK into the mix as well.
Great idea!

Nobody's forced to do it, it's an option that is available.
Another option is pooling resources with trusted friends or family members, if you don't trust them, you could be in charge of the keys (although perhaps having to trust you could be problematic). You could even sign a binding contact specifying terms with others if you really wanted to. I'm sure a trustless multisig option will be available in the future, or perhaps the devs will come up with some other way of sharing masternodes. There are several options available right now and there will no doubt be more in the future.