Basically, I think the problem with sending it to yourself is that there's always the possibility that you could have tampered with the package. It's totally possible to steam open an old envelope and put something new inside.

That's why it's better to have it in a safety deposit box, because the bank (a trusted institution) can confirm when it was deposited and that no-one has touched it since.

Likewise, if it's with a lawyer then they can confirm it hasn't been opened.