Using online services hosted in Europe means ensuring that you are not dependent on the laws of another continent. In addition, by hosting the service yourself, no third party can violate your privacy.
Freedom-depriving services ("proprietary" in everyday language) are totally opaque: it is impossible to know exactly what the software does with your data. Only the publisher has control over it.
Using Free online services means being sure the community has control over the software and maintains the ability to modify it, to install it elsewhere, etc.
Edward Snowden’s revelations about the PRISM program of the @:camps.nsa.title showed that fears about massive violations of users’ privacy were well-founded.