They do which is why GFMD isn't chilled. All of the 9 MMs on the GFMD BID comply with DTC. If GFMD was chilled those MMs would not allow GFMD to be purchased via them, only sold. They wouldn't be on the BID if GFMD had a DTC Chill on it.
What you are talking about is TDA and Zecco and others not wanting to deal with GFMD. Every quarter TDA and Zecco update the list of penny stocks they will trade. They consistently remove stocks that are trading under .001. It usually has nothing to do with the stock's viability itself and aside from the stock being under .001 no adverse inference should be implied.
People who want to trade the micro-pennies would be better served using a penny friendly broker. E*Trade and Charles Schwab are the least restrictive followed closely by Scottrade.
Many of this years big runners were initially restricted by TDA but are now are trade-able via TDA as they were just added to the list.
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