You find out you can't get the same name or nickname on the new service that all your friends already know you by, because somebody else snapped it up four years ago in Tallahassee.
Now you have to send a couple hundred messages to everybody in your address book asking them to please change the address they use to write you... but you know most of them will put it off, forget, or type it in wrong.
So for the next few months, you'll miss important messages from your friends, co-workers, online communities, and favorite internet merchants, until everyone is finally on the same page. Then you'll be all set for perhaps a couple of years... until the next ISP merger, when you'll have to do it all over again!
Not only does a wickenburg.us address show some civic pride, but the local nature of the service means that common names and nicknames are more available. Instead of being forced to be email@example.com on a national service, you can now be firstname.lastname@example.org -- isn't that easier for your friends to remember?
And you can keep your e-mail address for your very own as long as you like. It's just like a "portable" cell phone number -- but a lot less hassle!