When you own a domain you're a first class citizen of the web. A householder and landowner. What you can do on your own website is only very broadly constrained by law and convention. You can post the content you like. You can run the software you want, including software you've written or customised yourself. And you can design it to look the way you want.
If you use a paid-for web service at someone else's domain you're a tenant. A second class citizen. You don't have much control.
When you use a free web service you're the underclass. At best you're a guest. At worst you're a beggar, couchsurfing the web and scavenging for crumbs. It's a cliché but worth repeating: if you're not paying for it, you're aren't the customer, you're the product.