The basic answer: very much not worth it at face value, becomes arguably worth it once you start worrying about future rug pulls from the big AI providers. (And that does include the market for third-party inference, at least at present.) It's also worth it if you have existing hardware to repurpose, but that's obvious and not what you were asking about.
Also you can feed it ALL of your data willy nilly without ever worrying about safety because you can just do it with the LAN cable unplugged, for applications that demand data hygiene it's a cheat code that guarantees safety without any sort of data sanitization.