if you run a node on a desktop or a server, you'd normally have the watchtower built in
if you have a mobile node that only turns on temporarily, then you might want to run a separate watchtower; but if your setup includes both a desktop and a mobile then you probably want to run a normal node on the desktop and Zeus on the mobile
older incarnation of SBW was called BLW and offered watchtowers for rent, I'm not sure what SBW does
Phoenix would connect to a random Electrum server and would remind you to run the app periodically
Breez by default connects to Bitcoin server of Breez itself so the user just has to trust Breez not to steal