The problem isn't just the data, it's the access. You can point a domain of your own at a different server if the old server vanishes for some reason, and retain interaction with your users.

But if GitHub bans you, good luck with that. They're not just deleting your data; they are removing you from your own community, because they control its environment.

Edit: And the domain name system, unlike services like GitHub, actually has processes and mechanisms in place for recovering access and filing disputes.