Of course this has happened to Gox, it is all public information - Department of Home Security seized a Gox account holding $5M in customers funds, Gox lists those $5M in the "assets" part in their bankrupcy protection filing.

If they were compliant, meaning that every customer had a single and separate bank account, that wouldn't have happened - because LEGALLY it would have been customers money, each customers would have held its OWN money in a separate bank account, and it wouldn't have been "Gox money", arbitrarily seizable by LE at the first sign of suspicious activity. The problem here is that getting a banking license costs DOZENS of millions + years of burocracy, and getting an established bank to become your partner by taking full responsibility as Fidor does with Bitcoin.de is no easy job at this stage - hopefully it will become easier in the near future.