MTGox uses Cloudflare and Prolexic, blockchain.info uses Cloudflare. So, why?
Because they can see your password in clear text. And they can log everything you do.
I certainly don't trust a bunch of american hipsters offering a service mostly for free to protect my privacy and property.
Ok, this is a valid point for MTGox as they have your name, address, phone... in you account (thought if you're not doing anything wrong, you have nothing to fear), but in the case of blockchain.info and just-dice, this isn't a problem.