To me this is more an indication of whether or not you should use Gmail as a service rather than the application. Google has always been fairly open in that you should have no allusion to privacy between their services.

Applications like Apple Mail and Windows Mail have the virtue that we tend to think of them as Mail clients, from companies who also offer email services. Gmail we tend to think as both, and using any given client doesn’t change where your messages are stored and exposed; in fact it might even broaden them depending on the client and services used.