I also wish this. I initially tried to build direct integrations to my financial institutions from Firefly, but found that none of them (mine, at least) give API access to their peon customers, you have to be a full-on fintech company. I eventually just built an integration [0] with Plaid since it seemed the most mature solution for where I live (US) and I've been fairly happy with the results. My main irritation is that Plaid used to be free if you were just using it with a few institutions, but is going to be paid-only in a few months. The prices do seem fairly reasonable ($.30/institution/month for transactions), so I'll probably stick with it.

[0]: https://github.com/dvankley/firefly-plaid-connector-2