Anyone else seeing widening spreads on prop firm feeds recently?

Noticing a trend across a few firms where the spreads on major pairs like $EURUSD are notably wider than what I'd see with my direct retail broker, especially during volatile hours. This isn't just news events, but general session open/close. It eats into short-term scalps significantly. Are prop firms using lower-tier liquidity providers, or is this a new revenue optimization strategy they're rolling out? Curious if others are experiencing this, and how it impacts your execution costs and overall profitability targets.