Just like a decentralised web or decentralised email? The idea is to have lots of smaller silos interoperating, rather than a couple of big ones. Just because it's decentralised, doesn't mean that you have to give up control of your bit.
Which is the whole issue - your Facebook "inbox" or "outbox" is not under your control. If it worked more like email or the web, you'd be a lot better off, privacy-wise.