I always figured if I use a Yahoo (or whatever internet) email address, it would make sense to use the associated email client app.
Some (most?) of those providers would like you to use their apps (Google, Yahoo, MS), as that gives them more information about your e-mail usage (And you remember that
you are the
product for those companies that offer free services). A few others are just providing you an app to provide the visibility of the all-around service with that e-mail account.
While, using the "native" app can in some cases provide some advantage (I am aware of only Gmail app), - as it might be using the proprietary protocol for connection, as in case of Gmail. And there is very little harm in the sense of privacy: Google already know the content of your e-mails from the Gmail account. But in most cases "3rd-party" mail apps can offer your more features and options.
But, when you are using several e-mail accounts besides the one from the free e-mail provider (Google, Yahoo, etc.), by using 3rd party apps you do not give access to Google to the content of your other mail (which would've happened if you used, say, Gmail app for accessing your other e-mail accounts).
Funnily I make the opposite assumption: I figure that if it has pop3 or imap access then it's a generic protocol and I can use whichever email app I like best and that there's no inherent advantage to using the provider's own app.
That's correct logic, and that's how it
should be.
In reality, every so often, some of those "free" e-mail providers break something in their implementation of the IMAP or pop3 standards, but their customer support is quick to blame the 3rd party software for not working properly. It gets resolved in the end, but you have to be patient while waiting (and hearing BS from their tech-support), - and avoid the temptation to blame the 3rd party app.
Besides, Gmail that wants to lock you in into their eco-system, uses the scary language: "You are connecting using insecure method" (when you are using a standard IMAP connection as opposed to their own app, or the "Oauth" method of authentication). Also, if you are not using their app. Gmail doesn't let you log in from an IP that it considers impossible for your to use, e.g. if it resolves it to be located in a different geography compared to where it expects you. I've recently had a problem while connecting from Aquamail using JetBlue's in-flight Wi-Fi service. I had to log-in via web-interface first to pacify Gmail's "guard".
Despite all of this, I still think that for most situations, a good 3rd party e-mail app (i.e. with a good privacy and security, like Aquamail) is best to use.