If you can install Jekyll or set up your own VPS and find the prospect of having to do so to have a personal blog enjoyable rather than a hassle, you're really not the target customer for these sorts of things.
So, it's convenience? Which is okay, I guess I'm just so used of setting up stuff like that, that I didn't even consider it a "restraint", but now that I think of it I can see how for some people it's not worth the time to struggle through the setup process and just pay the fee.