You retain most of the control. You have actual laws protecting you from them snooping on your database. If it goes down, then you have a backup, right? so redeploy the backup onto any other provider or at home.
Are those recent laws? It wasn’t a database, but many years ago I had a web host tell me to remove certain files from their servers or they would terminate my account. The stuff wasn’t publicly accessible, I just had it available for myself via FTP so I could get at them from a couple locations. So there was some snooping going on.
What of the event that your SSDs, HDDs, Discs, home devices, etc... stop working?
Fire up Torrents or go back to Usenet? Just asking, but you still have online backups and they can't check your database right.