Because it bothers me when someone sells a "secure" product where the security measures are unrelated to the threat model. The Helm server is connected to the open Internet, which means that physical possession of the Helm server is not the only or even main thing necessary to secure it from compromise. Because of how it works, the server still has a dependency on cloud providers -- you need cloud backups and the public endpoint for the ssh tunnel to get around ISP packet sniffing. Since I still need to trust other people's servers for this to work, why the focus on owning your own server?