which replies with the number of confirmations and probably some more details.
Is there demand for it? Should be a no-brainer to implement...
Sure there is. Would be a nice addition to your service's features.
The problem about using third party services, as pointed out earlier, however remains. Using services crafted by various operators with fairly unestablished reputation "as is" poses risks that some merchants are nevertheless ready to accept.
To a high extent the adoption of third party services is indeed a question of psychology. For instance, in the past I tried bitcoinmonitor.net and (for some reason that I can't recall) became suspicious of the service's reliability. It is very hard to regain trust once gone for any reason - there are numerous points of failure outside the service provider's control.
Currently pretty much the only service I would trust enough off the elbow is blockexplorer.com. I can't point out the exact reasons for that, which of course is rather irrational. But maybe telling that serves to help you guys provide useful third party services that merchants will benefit from, even when that means taking controlled risks in handing away the strict requirement of authenticity.