The message doesn’t leave your device without being encrypted. That means that anyone intercepting it in transit needs the decryption key to read the message or needs to crack it (good encryption is for now hard to break, too time consuming to brute force). The message then gets decrypted on the device that receives it.
The thing is that for modern communication devices, some countries may not have the same laws than you have for old school phone lines. That means that a state actor, say the government of your country could just intercept the messages because why the heck not. Other countries/actors will just not care and be like “gather all the data we can, privacy be damned”.
That doesn’t mean that your messages will get intercepted, but state actors have time and again shown that they are not to be trusted. See the Snowden leaks in the US for a good example of the amount of data that the government collects.
End-to-end encryption is a way to prevent this kind of abuse of power.
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