This is a good point, although one important consideration is level of risk. With margin lending, isn't there significant counterparty/exchange risk? If the site you're lending on goes Gox, then you've lost everything. Dash has price fluctuations, but I would think is more secure due to the lack of these risks.
When I said there weren't many places you could invest your holdings and get a return on them I was referring more to asset classes. But it's true you can always lend them out and get a return.