“Why doesn’t everyone just run their own infrastructure?” is a question that has never once been asked by a person who has had to admin their own mail server.
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Honestly admin'ing *my own* (as in no other real users) mail server is a piece of cake. It's doing it for others/an org that I'd dread.
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The only thing that I've found painful so far is needing to work around the fact that Microsoft has permanently blacklisted a bunch of IPv4 addresses with no appeal process for it. Other than that, it's not that bad running Postfix + Dovecot with DNSSEC/DMARC/DKIM/SPF/DANE.