If you want to own (and control) your site's comments, then Isso is for you.
It is that simple. :)
Your server, your data.
Disqus is offering you a free service for a reason: they want to make good use of the data that your site comments contains.
They also want to hi-jack the community that you have built around your site - or rather: what Disqus has fooled you into believing that you have.