You don’t seem to be getting an actual answer to your question, so I’ll try. IMO it’s the idea of being the master of your own domain and being in control; basically being an admin. If you want to be on an instance designed to your own preferences, like which instances it federates with and what communities you want to host, then the ultimate way to do it is to create and host your own instance.
Oh wow that grinds my gears too. Hopefully those takes are out of pure ignorance and lack of information rather than actually believing FOSS is not secure.