1.	What if the computer running your weblog died?
2.	What would happen to your writing?
3.	If you're lucky, it's your machine, you control it -- so if you want to keep a copy of your own stuff, maybe use it for a book you're writing, you can. But do you know how? And many if not most of the people who keep weblogs these days do not control the machine, and are in no position to demand access to their own writing.
4.	This was one of the reasons we had a personal computer revolution -- so that people could gain control of their own work. This recognized that people don't stay in the same job forever, and sometimes use the employer's computer for personal work, and also that people have some ownership in their own creativity even if it was paid for by someone else, even if the ownership is only psychic. As an employer I've had to deal with this, and as an employee (at times) I've demanded it.
5.	This is much more important than having access to the source of the program, a program must give you complete control of your content, and for that, you must be able to get a copy. And you must be able to use some other piece of software to read it, that's why interchange formats and protocols are so important.
6.	Dave Winer
7.	PS: CMS stands for Content Management System.