This point seems to be lost on a lot of people.
The only trustless way to implement mutli-signature escrow is having the customer create the transaction and deposit money directly into the mutli-signature address. This address is validated by the market to have the proper keys and the escrow commences.
If the server is creating the transaction it is no longer trustless. If the service gets popular with a large amount of transactions, it can either be hacked or manipulated by admins, creating the transaction with enough keys in their control to take the funds. To the customer depositing it would require a lot of diligence to catch this attack, by the time anyone noticed they could walk away with substantial amount of money.
It may be easier to have the server create the transaction, but ease of use is not commonly associated with safety and trustlessness.
You're using PGP and multisig because you don't trust the DNM with your personal details/messages and BTCs.
Letting the DNM do the PGP and multisig means your trusting the DNM to protect you from the DNM itself.
It would be like grounding your teenager, taking their car keys away and locking them in a desk drawer, and then letting your teenager hold the key to the desk drawer.