The simplest reason regarding the fact that Binance is not full segwit is, in my humble opinion, also the most realistic one. We're talking about an address that's probably a good old cold storage and since our friends at Binance are comfortable with that system they decided not to change the process.
The additional fees for their own massive wallet are negligible compared to the fees on consolidating deposits. Address
1NDyJtNTjmwk5xPNhjgAMu4HDHigtobu1s has more than a million transactions, and almost 15 million Bitcoin went through it. Binance still pays 100 sat/vbyte for withdrawals, even though they could get away with 90 to 99% less. They're simply too rich and charge users too much for withdrawals to care about fees. And they want to keep withdrawal fees high to promote their own centralized shitcoin: they want users to withdraw made-up tokens instead of real Bitcoins. Low fees and smaller transaction sizes don't align with their (financial) interests.