True, the government can compel me to turn over all my data, but if I'm managing it myself, I'll know this has happened[0].
Additionally, if I'm managing the data myself, they'll only get access because they thought I was a worthwhile target. If I'm using Yahoo!, I get caught in a dragnet. In general, the larger the service, the better a position they are to fight these orders, but also the more likely the government is to bother dragneting it.
I'm not worth my own NSL, but this one's a freebie: the marginal effort the government has to put into spying on my Yahoo! account is zero, because they've already got access.
[0] Well, I might know. They can also do it surreptitiously unless I'm very competent and very diligent, but if I receive an NSL, I'll know.