You can write anything you want.
This means that you’re not subject to another platform’s censorship. You can’t get Zucc’ed on your own site if you start writing about how cool the world would be if Hitler won the war and neither can I get silenced on my own if I write about how I wish you follow your dear leader ;)
Blogs are good for posts of any sizes.
Want to write just a few sentences? Good, go ahead. Want to perform some delicate long-form analysis of some subject? Well, you don’t have to struggle with Twitter threads ever again! Just write a long article. HTML documents are really good at conveying information.
You can have fun.
If you’re into tech, setting up a blog by yourself can be a fun activity. Both the server administration and the writing of your own site generator can be extremely exciting (and this can also bring a great deal of flexibility and personalization to your blog; for example, this site is built from Org files with Elisp code).