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. Wouldn't that effectively turn the exchange into a hub? If I want to transact with ANYONE that ALSO has an account at the same exchange, then my transaction would just need 2 hops (one from me to the exchange, and a second from the exchange to the person I'm transacting with). If the big exchanges then set up a few large channels between each other, I could transact with any of the millions of customers that acquire most of their bitcoins at exchanges.
You make a compelling argument, but I suspect many exchanges are hesitant to do this because it would create a customer service/support nightmare. When a LN transaction fails, it could be because of the current topography of the network, or it could be a problem with one or both of the participants.
The exchanges also would not be able to open channels with all of their customers for their entire balance because doing so would prevent the exchange from having any of their coin in cold storage. If you have 1 BTC on an exchange, and you want to receive a LN transaction from the exchange in the amount of 1 BTC, the exchange will need to either have an open channel with you with sending capacity of at least 1 BTC, or for there to be a path of channels between the exchange and you with capacity of the same amount. An exchange could have a very well-connected node that many customers can receive withdrawals from and make deposits to, however, some deposits/withdrawals may fail.
Same thing with mining pools. If each of the largest pools were to set up LN and strongly encourage their miners to all take their withdrawals over LN, then the pools would become yet another hub. The pools can even set up their channels in the blocks that they create (which reduces the "cost" of setting up the channels to the lost opportunity of including some other fee-paying transaction in that block instead). If they try to do it mostly when the blocks aren't full, then they can effectively open and/or close their own channels for free.
Pools could fund a new LN channel with coinbase transactions. This channel would generally immediately be spent in its entirety in order to pay the miners, and the miners have bills to pay, so they would generally need to send the entire amount they receive to an exchange. This means there is a lot of one-way transactions on LN, instead of back and forth transactions that LN is really designed for.
I think it would be more likely for exchanges to operate very well connected LN nodes, and act somewhat like "banks". I can see major exchanges opening large LN channels amongst themselves in order to facilitate transfers between exchanges.