Because your data is being held hostage by the service provider. No more grandmas showing photo albums to their grandchildren when Facebook is long gone 30 years from now :'(
But with dropbox and/or alternatives you can always access raw files via the/a file browser. With Fb, OTOH, there was a story some time ago where you only could download photos in downscaled resolutions, or where downloading native resolution files was hidden in obscure option menus.