Neither do I host my mail, I just fetch it from the server. Even if you have your mail kept up there somewhere, you still have to do all this (grouping, spam reporting, ham-checking [i.e. mail you want to read that went into spam folder], getting rid of unwanted mail, managing subscriptions, etc.), but the differences are (a) you don't get to decide which software does all that, (b) you have to use a half-arsed interface to configure groups, filters, etc., and (c) an attacker with your login can get at all your past messages whereas in my setup all he gets is what I didn't fetch yet. All I did was configure the software once (a couple days on-and-off hacking), and I saved myself from those disadvantages and spared ~$30 per year (used to use FastMail).