I don't see any advantage to them in incorporating it. It is the biggest threat to their business model. Why would anyone send bit coin via western union when for .0001 they can send it anywhere and at a much faster speed?
because western union could become the new version of banking. and remove the old grotty system, making western union expand more then it can imagine. whilst offering customers a more secure and faster way to move funds without customers needing to personally download blockchains and have internet connections (same reason ATM's have a purpose, even though there are localbitcoin websites).
.. or western union can simply be scared, not evolve and just die a slow death
by western union moving over to blockchain value transmitting. thy could easily save money by sacking atleast half their IT support teams around the world, 75% of their IT security staff, 75% of their accountants, and reduce their servers down from a warehouse size, down to a small office size