A lot of people have their own elaborate personal mail setups.

we store sensitive files etc on services like dropbox

A lot of people do not, and it is absolutely trivial not to (unlike say, being totally independent of webmail providers).

we trust that our operating systems aren't collecting/sending data

Trust is not created equal. For example, it is not a stretch at all for someone to think that OpenBSD is more trustworthy than Windows when it comes to security and privacy, and to sleep well at night with reasonable confidence as to the validity of that assertion.