Are there any other online wallet services that offer users the ability to control their own private keys? If not, then why not? To me it seems quite obvious that this is the main reason why Blockchain.info is so popular and why it's not recommended to keep your coins online UNLESS that online wallet happens to be Blockchain.info. In fact, there is a popular saying that "if you don't have the private keys, then you don't own any bitcoins".
That isn't to say that there aren't other security issues that need to be taken into consideration even when using Blockchain.info (such as the risk of phishing attacks, for example). Nevertheless, having users control their own private keys means that even if the site shut down, your coins would still be safe and that's the biggest danger when it comes to storing your coins online.
So what other online wallets are there which offer this feature?
You know that when blockchain.info gives you your private keys, that they know your private keys too? That means there is no additional security for you in that. The wallet could be hacked or whatever. Not really different from letting your coins lie on another exchange or online wallet.