It was just to show that once you start talking about your own comfort and convenience, it wouldn't hurt to consider if you'd be getting these at the expense of other people. This has nothing to do with etiquette, and pretty much everything with basic egoism. "But how would I search" remark above is a good example of this. One's entitlement for comfortably searching their mail history ends where my entitlement for keeping my replies off Google's radar begins. It always works both ways.
Note: I can't think of any reason you can't do this, but whether or not this practice has real legal bite, it could be effective by creating an air of legal uncertainty.
And if you don't use pgp you are obviously OK with the recipient email provider reading your mail.