I think it's great we are moving away from big data collectors and running our own servers. What I usually see is people storing their users' data on servers that are situated in locations where governments can get access to the data on the servers without the owner knowing about it. It's maybe going far in protecting the privacy of your users, but it's something a lot of solutions on the internet don't think about.
That's why I moved Simple Analytics' (https://simpleanalytics.io) servers to Iceland where the law will forbid peeking in data before actually informing the owner of the server. I encrypted my server so if anything happens I can just turn it off and it will be nearly impossible to get any user data.