Yeah we are pretty thoroughly captured when using these services. Fortunately, that makes running one of these businesses desirable which means many companies/products will offer the service and prices can't go stratospheric. Still, it's best to expect them to take advantage of the high switching costs.

While walking the dog I thought of this scenario: You hide your two keys in a separate geographic location. You lose one to a wrench attack. You won't lose your bitcoin, which is good, but now you are trusting Unchained and that crucial second key. In this scenario you're still better off than a single sig, but it's not trustless.