Because privacy is the main component of UTXO Dealership and encrypted nostr messages do not hide the public keys who are messaging, nor the date/time of sending the message. Typically, you don't broadcast details about private dealings on a censorship resistant public network. I'd rather a single server had incriminating evidence than broadcast that evidence to hundreds of servers. You might be better off swapping UTXOs for privacy shitcoins with ring signatures or other tech that obfuscates the addresses, then swapping back to BTC to get a new UTXO. Less metadata stored and more resistant to timing analysis.