As far as I have understood the announcement, Bitfinex people try to expose only a fraction of our (user's) USD to the risk of being locked into Mt.Gox. Please recall: even if some USD show up within your Bitfinex trading account, in reality the corresponding sum might be in the Mt.Gox account, or in the Bitstamp account, or at the Bitfinex banking account.

Thus if everyone rushes to exploit the arbitrage possibility, a lot of BTC will be sold on Mt.Gox, causing a huge fraction of user's overall USD to end up within the Mt.Gox account. Now consider what happens when tomorrow Someone^(TM) just decides to freeze the banking account of Mt.Gox.

Compared to even the mere risk of such a happening, any considerations regarding rates and liquidity and volume seem secondary concerns. Thus, personally I think Bitfinex people acted in a quite responsible manner.