"There are also potential problems moving large sums by bankwire out of a US bank and back.
Likely that some accounts would be closed, as US banks are afraid of being accused of aiding money laundering and they are too short sighted (and basically stupid) to accept bitcoin arbing as a legitimate financial activity."
The potential arbing would be aided if exchange to exchange currency transfers were allowed, as some sportsbooks allow (or used to allow) book to book transfers for no charge.
But it won't happen due to the above board financial dealings of the exchanges and the USA's AML/KYC laws.