That's the point, nothing stop them to just disappear with your BTC. Read the "TRUST NO ONE" thread, here in this world it is a very possible thing
Isn't that true of most banks? Banking revolves around trust. I'm sure there will be a market for trustworthy bitcoin banks. In these early days where major ones aren't established, one just has to be careful. I know at present i feel safer keeping my own bitcoins.