Smart move, but I wonder what would this change from legal perspective, ie whether Binance would still be required to verify customers ID, since they would be no longer holding funds on anyone's behalf. I'm guessing Yes, as I don't see any government giving green light to non-regulated, anonymous platform, not in a long run that is.

So the main and only benefit will probably be a shift in control/responsibility of one's funds.

On the other hand, this could be just a PR move to prevent people from moving to EtherDelta and alike, or to deter other devs from developing their own decentralised platforms.