One reason is that someone else's platform means you don't have full control over presentation and discoverability.

Also, at some point in their existence each platform start to decline. People move to the next platform and lose some of their readers. A few years later the same thing happens again, and readership is reduced again.

Personally I have had a lot of fun adding random bits to my website such as small tools, some explorations on creative expression with CSS and things like that.

If you're a tech person it serves as portfolio piece and example of stewardship skill.

… and for us non techies it shows we can at least try and RTFM.

A blog is a long-term endeavor. You want to be able to run it long after any particular platform has declined. Ideally, it should be your portfolio that follows you throughout your career. That means you should minimize dependencies.

Also: a domain means links add value to your online identity, not the platform you happened to choose.

Yep especially compared to substack