1. No network latency, you do not have to send anything across the atlantic.
2. Your get privacy.
3. Its free, you do not need to pay any SaaS business.
An additional would be, the scale being built-in. Every person has their own setup. One central agency doesn't have to take care of all.
While the modern world of mobile devices and near-permanent fast and reliable connectivity has brought some real advantages, it has also brought the ability for software developers to ruthlessly exploit their users in ways no-one would have dreamt of 20 or 30 years ago. Often these are pitched as if they are for the user’s benefit — a UI “enhancement” here, an “improved” feature there, a bit of casual spying “to help us improve our software and share only with carefully selected partners”, a subscription model that “avoids the big up-front cost everyone used to pay” (or some questionable logic about “CAPEX vs OPEX” for business software), our startup has been bought by a competitor but all the customers who chose our product specifically to avoid that competitor’s inferior alternative have nothing to worry about because they have no ulterior motive and will continue developing it just the way we have so far.
The truth we all know but don’t want to talk about is that many of the modern trends in software have been widely adopted because they make things easier and/or more profitable for software developers at the direct expense of the user’s experience and/or bank account.