Being in control of who sees my post. Lemmy still lacks more granular post visibility like Mastodon does. If I restrict a message to followers on Mastodon, I know just they would see it, and so would their current instances which are much smaller and fragmented. Compared that to any social media where that’s going to easily be tracked on both sides. Federating with threads doesn’t change this. Also as you said, lack of analytics is nice. Privacy could definitely be improved though. Mastodon direct messaging is still weird and really should use e2ee.
You directly told me to spin up my own server if I don’t like it lol, I didn’t tell anyone to do anything. Sharing an opinion isn’t the same thing as telling people what to do.