@go1111111: yes, every time i used an escrow on this forum, the escrow process involved funding an address generated by the escrow agent, and not creating a 2 to 3 multisig wallet. That does NOT mean your assumption is wrong tough... It would probably be safer to use a 2/3 multisig so the escrow agent can't just run away with the funds... He can still conspire with one of the involved parties to steal the funds together, but at least he can't just run away without help from either the buyer or the seller.

As for the reason why: my best guess would be it has something to do with the technical experience of the average user. An escrow agent has a lot of responsibility and has to deal with inexperienced users asking "newbie" questions all the time. I wouldn't be surprised if most escrow agents had issues with people not understanding the basics of crypto currencies and starting to make a fuss because they did not understand what was happening. If you'd add a step to your escrow process that involved creating a multisig wallet, inexperienced buyers would just lose their minds... But again, this is my gut feeling... If i were an escrow, i'd rather just skip the hassle of getting a newbie to the point where he/she can co-create a multisig wallet, and just let him/her fund an address i completely controll.