And you're not the only one. Outside of HN, in the real world, the average person doesn't set up a FreeNAS server or homelab for data storage, doesn't know how to do backups, and doesn't have nearly as much concern over privacy as the fear mongers here at HN, Reddit, and tech publications.
Fear mongering is nothing new, folks. The media is incentivized to cater to people in that way; this is why they use scare tactics and write BS articles like this one which boil down to "someone fucked up, sent the data for one customer to another customer". Furthermore, the article implies this mixup would NEVER have happened if the user's had not requested their data be released per GPDR.
The only valid question worth asking is this: are you willing to risk ANY chance of your data being compromised? Google/Apple/et.al. are not the enemy. For most users, convenience trumps security, and they will accept the minimal risk that comes with using services like Alexa and Google Photos.
FWIW, I've lost years of photos and data before on my first run-a-round with FreeNAS. It's not something that's just easy for the average user or even average developer to use and deploy reliably. I'm trying FreeNAS again now 4 years later, but it's taken way more work than I expected to understand my options and ZFS, and I'm still not sure I'll ever store anything critical on it.