Control of your content.
So I use a email client to pull my email. When that happens the client erases the mail left on the server. As long as my home machine is open this happens one time a minute.
If a hacker, the .gov, etc got onto my sever there is never more than 1 minutes worth of mail on it. To truly hack me for data anyway you'd have to get into one computer on my network at my house.
Additionally if anyone from any unapproved location did get into my sever in anyway I know instantly, we can make a few remote changes and they are out.
It isn't perfect and there are vectors of attack to any tech but it is more secure than cloud shit where the cloud provider simply has and uses access to your mail. Or simply gives it to the government.