Having your own autoresponder gives you the ability to capture your prospects information. If they join SFI through one of your gateways you can communicate with your new affiliate through SFI.
With an autoresponder you can communicate with your own autoresponder in case they did not signup at your SFI gateway. You need to build a list of prospects and stay in communication with them. If your new to autoresponders you need to learn how they work.