Aside from being able to validate that one’s transactions were included in the most difficult valid blockchain without relying on a trusted third party, which is in itself enough reason for an individual to want to run a full node, there is another important reason to run a full node: financial privacy.
You mention privacy in this post, but not in the context I have in mind.[1] As you point out, using your own full node does not obscure the origin of your transaction any better than using an SPV node. What using your own full node does for your financial privacy is it prevents other nodes from knowing what addresses you are interested in and the balance of those addresses ie how many bitcoins you own.
With light wallets, such as blockchain.info or Mycelium, your wallet is not only blindly trusting the full node server the wallet is connected to to provide the correct address balance, the wallet is also providing the server with all of the addresses the wallet is interested in. This makes it trivial for the server to group these addresses together and determine that the same person owns all of these addresses.
With SPV wallets, such as Breadwallet or Electrum, the privacy degradation is perhaps even worse than light wallets: instead of providing all of your addresses and balance information to a known server that you explicitly trust by way of opting-in by using a specific wallet, you are instead giving any random SPV-enabled full node(s) on the internet that your SPV wallet happens to connect to all of this sensitive information.
By contrast, when you back your wallet with your own full node, this information is never broadcast to trusted or untrusted third parties. Your addresses and balance information remains private information, known only to you unless you explicitly share it with someone else through an out-of-band communications channel.
No other kind of wallet, SPV or otherwise, regardless of whether it uses a VPN or Tor, can provide this very basic yet essential form of financial privacy.
[1] Privacy: “Non-mining full nodes” are better at hiding your transactions vs SPV clients.
My rebuttal: While in some cases “non-mining full nodes” are better at hiding the origin of the transaction: if you are really doing something that should remain private, it can still be traced back to you unless you use a trustworthy VPN service. Your “non-mining full node” could be surrounded by spy nodes and they’d be able to trace the transaction back to your ip address. So for private transactions, you should always use a VPN, no matter if you are running a “non-mining full node” or an SPV client.
