At least you know if the police have come for your mail. In practice hosting your own mail provides some control over how to respond to a subpoena. If someone

At least you know if the police have come for your mail. In practice hosting your own mail provides some control over how to respond to a subpoena. If someone sues you the bar for getting the data by physical force is much higher than it is for having a third party turn it over. On the other hand the bar for compromising your server is usually much lower than it is for gmail.