Being in control of who sees my post. Lemmy still lacks more granular post visibility like Mastodon does. If I restrict a message to followers on Mastodon, I know just they would see it, and so would their current instances which are much smaller and fragmented. Compared that to any social media where that’s going to easily be tracked on both sides. Federating with threads doesn’t change this. Also as you said, lack of analytics is nice. Privacy could definitely be improved though. Mastodon direct messaging is still weird and really should use e2ee.
If you’ve seen the just chatting category, this is nothing new. People have been skirting ToS since the beginning. That’s why there’s an option to allow mature audiences or not, although it could be a lot more granular since mature language is basically on the same maturity as full blown nudity according to the option.