>>Trust Microsoft.
>>
>>Trust the integrity of the internet.
>
>Yes, sure - lol
>
>But, seriously, I need to have a way to get the data that I own, right? One other possibility is to be able to change provider so I would then need to move my data elsewhere. Another one I could think of is what I do on a regular basis. I get the production backup on my PC or PCs so I can test locally before uploading a new version. Those are simply basic things. I just cannot understand why we cannot backup our data. Just for that, I would certainly not even consider that. There has to be something I am missing.

Any such provider understands that they have your stuff in their hands - particularly, your data. And they're getting money from you as long as you're with them. Now imagine you wanted to change providers - all you need is a backup of everything, set up shop somewhere else, close account, and you're gone. That's something they won't allow, or will at least make as hard as possible. It may border with blackmail, of course, but it will surely be wrapped in the finest small print you can get for the money.