It's all about choice. Don't like the way a relay works, change relay. Don't like a certain client, change client. Don't like the algorithm you're using, change it. 

This is the beauty of nostr, where we always have a choice. In contrast to current centralized platforms, where we don't. 

 The problem is if for some reason you don't want to trust your signatures trail (events) to any relay, and your nsec to any client or bunker - you have to run your own relay and make your own client)) 

 The second problem is - why you need Nostr if you don't trust it's infrastructure? Why will you run your own relay, who will read it and for what?