I have been very concious of services just vanishing over the years and even keep a backup on my own data (yes, I had almost my tweets before they were available) and use a domain under my control when I can. The problem with wanting everyone do to this is two fold...
First that is is not easy for the masses and even if we make it easy then it risk cutting the funding for the social services we know and love so they may fold or never exist in the first place.
Second is when the person who posted the data decides not to bother hosting any more. How much information has been lost as people have decided to close there blog? I only really realised how many friends have done just that when porting my blog reading from Google Reader.