Collapsing banks have very little choice. You can physically go to their branch and withdraw money (and historically everyone doing this at once has been one of the more common _causes_ of collapse), and if they stop withdrawals for no reason the regulators will be on them like a shot.

The regulators will also keep track of their reserves, particularly if there seems to be a problem.

None of this applies to MtGox; it's an unregulated company running in a country with very different law to that of the countries most of its customers live in.