That’s what I do, along with running my own services. But either you run your own mail server, and the cost and complexity is prohibitive to most users. Either you outsource, and then all your data is still held hostage by a third party provider (though granted, any of the smaller players is likely to have some form of customer service).
If you use Thunderbird as your email client, you have all your data in an sqlite database on your computer, conveniently updated regularly throughout the day.
