I don't see a compelling reason, especially since I'm in the EU and don't want my e-mail address, password and website usage statistics transferred to Mozilla's servers in the US, where they can be accessed and possibly misused by authorities.
Mozilla has the only implementation at the moment as they are still developing it, but the intention is that any email provider can provide this in the future. They have not written themselves into the spec. In fact they have commented that the more successful this standard is, the less important they become.
Commendable goals, but in my opinion somewhat conflicts with the 'Mozilla' prefix in the name, if they hope to make it a widely adopted standard they need to drop their branding and just call it 'Persona'.
> don't want my e-mail address, password and website usage statistics transferred to Mozilla's servers in the US
Isn't the whole point of Persona that... it's not? Or it doesn't have to at least? In fact, two of the main motivations of Persona are 1. decentralized identity provider (so you don't have to rely on Mozilla) and 2. that the identity provider should not know which websites you're using (so whoever you're relying on doesn't have to know you're looking at cat pictures)
None of these have to go through Mozilla if you don't want them to. You can host your own copy of the JavaScript shim and setup your own identity provider to authenticate against and it will Just Work.