Different wallets give you different levels of control.

Think of WoS as the lowest level of control. You don’t actually own that balance, and if their service goes down there’s nothing you can do.

Other lightning wallets give you the ability to connect to your own node, open and close channels.

Similarly, base chain wallets like Sparrow or Nunchuk or Blue Wallet allow you to connect to your own node, spend specific “coins” (UTXOs), enter into CoinJoins for privacy, create multi signature setups etc