I receive hundreds of emails every day, so robust mail management capabilities are essential for me. Mailbox is a time-saver to an astonishing degree. I agree that for someone who only receives a few messages per day, the default Mail might do.
As to "privacy concerns"... the NSA was for many years even spying on German Chancellor Merkel's mobile phone... so what are the chances for any of us regular folks to escape spying?

Once someone uses Gmail, they might as well use Mailbox. It's like being soaked to the bone already... an additional 15 minutes in the rain won't make anyone any wetter than they already are!