I pay github for the same reason I pay heroku. It just works and I don't have to do anything. That is why they exist. Sure you can set up your own git server, but what do you do when it goes down?
PANIC and flock to HN to comment on a minor outage!!! - wait, no. git is a distributed system. You continue as you were and nothing changes.
In this way, DVCS's are resilient to individual server failure.