SGX on the server is breakable if and only if SGX on the client is breakable. You can either own other people's computers, or you can prevent other people owning your computer. You can't eat your cake and have it.

Yes, it might be good for ass-covering as you indicate. A lot of ineffective technical solutions are effective legal liability shields anyway. But if this becomes mainstream, the NSA will develop something they can covertly (or not) install on any such server to break SGX, so make sure you have a backup plan anyway.

Also note that Intel removed SGX from their processors because it was breakable and underused.