There's at least two reasons here why GS would be interested:
1. High frequency trading, if you control the software and make it as fast as possible, then all that is left is the networking between you and the exchange. Controlling the networking is the next step, this is total control, total integration
2. Limit backdoors; if you own the system totally and completely, you can nearly guarantee your system has no backdoors from state actors.
If you're as big as GS, you definitely don't want to own any american made networking hardware, and building it from the ground up is a cheap hedge against whatever lawsuits come down the line