So, now you have to worry about your VPS/Internet provider deplatforming you. Or about your domain name being seized. And spam filtration, backups, redundancy...
I'm not saying email self hosting should not be done, I just say a bit of planning should be done.
DNS seems like the most annoying part, it is SPoF by design. The problem can be mitigated, but seems like cannot be solved. For example, owning multiple domain names in multiple jurisdictions. And round-robin them. You cannot eliminate SPoF for any one specific service you want to login using email. But you won't lose access to everything at once.
Edit: P.s. At the same time, owning your domain for mail seems to be one of the most impactful things to do to reduce digital serfdom. Banned at *mail? Just switch those MX records and go on.