Why does that "have" to happen? This is a genuine question, because as a user I'm fairly happy with SaaS services, especially when they're built on open protocols or have a good export (meaning I can switch easily).
Unfortunately, it's unlikely that we (at least in the US) will find the political will to change the law that says if you give your data to a third party, it is no longer protected by the fourth amendment and doesn't require a warrant to obtain.
So self-hosting your own data seems to be the only way you can keep your data protected by the fourth amendment.
Something like that could even be integrated into iCloud if it becomes popular. Then your "user provided server" would probably only work with other Apple products, Apple style. But for many users that would probably be good enough.
And you wouldn't be limited to having only one of these "user provided server thingies", either.