An important security measure for who, though? The servers at the bank should "never trust the client" in case the attestation is bypassed or compromised, which is always a risk at scale.
If it's an important safety measure _for me_, shouldn't I get to decide whether I need it based on context?
I think it's fair for banks to apply different risk scores based on the signals they have available (including attestation state), but I also don't want the financial system, government & big tech platforms to have a hard veto on what devices I compute with.
It's an anti-brute-force mechanism. It's not for you, it's for all the other accounts that an unattested phone (or a bot posing as an unattested phone that just stole somebody's credentials via some 0-day data exfiltration exploit) may be trying to access.
Sure, banks could probably build a mechanism that lets some users opt out of this, just as they could add a Klingon localization to their apps. There just isn't enough demand.