Whether employees recognize it or not, the financial industry is one where they have substantial responsibility. After all, they are tasked with guarding the investments of and personal finances of their clients. People walking into a bank, for example, have far more to lose from a "poor" customer service experience than someone making a purchase at a retail outlet. A lack of attention to detail by an employee could mean (at least temporary) financial stress for clients.
Mystery shoppers can help in the financial industry too, in order to ensure that the highest level of customer service is being delivered to protect the assets of their clients. It is often a stigma that it is the job of mystery shoppers to catch employees doing something wrong. In the financial world, there might be an even greater perception that this is the goal, because employers can then have grounds to fire individuals that they've suspected of stealing if they are caught in the act. This, however, is not the only thing that can be accomplished.