The same could be said about Bitcoin wallets. "I prefer Blockchain.com because I can access my funds anywhere without any turn around". Yes, it's convenient, but your data is stored in a third-party server somewhere. That's why apps with a backup option exist. You export all your 2FA accounts or maybe even just write down your 2FA codes and you are done. You only trust yourself, can't lose access to your accounts and your backup can be a few flash drives.