Part of it is anonymity: I would like to have an alias that may have nothing to do with my name (and having a unique domain would prohibit that). Even for email addresses that have my name, I'd prefer not to stand out. A custom domain is too traceable for my liking (even with whois protection).
Any particular reason you don't wish to use your own domain? As I said you can keep up redirects if you just can't change emails yet.