My main issue is that my ISP blocks SMTP(S) ports, meaning i'll have to host it on a VPS somewhere. While i would avoid being indexed, i wouldn't truly own my data anyway.
I have a 300/300 mbit fiber connection, so in theory i could mount the storage over VPN, but that just adds more places things can go wrong.
Also, i remember from running my own mailserver 5-8 years ago, that keeping it off various spam blacklists is a job in itself.