I can think of reasons why I might want a local copy, but they didn't apply in my case.
Do I have control over my data? I'm not sure I understand the question, but in this case the answer seems like a clear no, as my employer manages the email server.
Definitely make sure to adjust your defaults if you decide to dip your toes into nntp... I hate some of the defaults there... namely the reply/respond button defaults. Usually you want to respond to the group, not send an email to the poster.
That said, NNTP is so dead at this point, outside some active BBSes that offer NNTP access. Usenet definitely feels like a wasteland when I've looked around the past couple years.