That is only because they haven't yet caught up with the technologies available to them. Are there are email web apps that have adopted Service Workers? Although to be fair that's not going to work well for keeping a large offline archive.
For personal email I don't care that much for backups, I trust Fastmail to do it better than me.
I do use Thunderbird for offline backups, more because of the thought of losing important work email. But without combining it with an actual backup system, that's not actual backup, because IMAP does synchronization and messages deleted on the server translate to messages deleted on the client side as well. So I combine it with Arq Backup, which does daily uploads of everything on my laptop.
I do wonder whether using Thunderbird for backups is wise. I never recovered from a Thunderbird archive. Sometimes I'm thinking that a solution like OfflineIMAP or mbsync/isync might be better.