It really surprises me that Exchanges (such as Coinbase and Kraken) don't set up LN and strongly encourage their customers to receive most of their withdrawals in the form of a LN channel.
I think it is the fear of losing money to a bug. I don't follow LN closely but I hear the LN devs warn people about possibility of bugs and how they shouldn't use it with large amounts. It is understandable that an exchange doesn't want to bother with the technology until it is matured.
I only know one exchange (Bitfinex) that has an LN channel and they started it with a very small capacity for this very risk, then increased it after some time passed but it is still a small capacity.
Same thing with mining pools.
I don't think it works for pools unless they change their withdrawal setup and pay every time they find a block. Not to mention that the miners may not want to keep their coins in a channel (maybe want to sell it on an exchange, move to cold storage,...) which means they would have to pay another on-chain fee themselves to move the coins to their final destination.