You always pay. Either with your privacy (= very bad with all messengers) or with money, as with Threema, and they don't save anything from you in return!
Which way is safer?
The entire Internet is decentralized, so the messenger doesn't have to be too. Furthermore, this is a security feature with Threema: If your chats run via a server that doesn't store anything about you, then it's safer than if your chats run via numerous servers that you don't know if they store anything about you.
Threema has no “unique identifiers” - the Threema app can be used 100% anonymously.
Maybe you should take a closer look at this first.