Is this a common architectural issue for self-hosted options from SaaS companies?

As in, a huge SaaS company offers their product for self-hosting to individual companies, but it's not practical to self-host because the code is highly specialized for supporting hundreds of companies instead of just one? And it's hard to have an architecture that works well for just one and for hundreds?

It's more about scale than tenancy. Not many SaaS companies offer such an option in the first place but it is typical that the in-house product is the priority and the architectural decisions are made with that in mind firstly, and self-hosting second if at all.

For example Sentry requires ClickHouse, Postgres, Kafka, and Redis presumably because they were the right tools for their needs and either they have the resources to operate them all or the money to buy the managed options from vendors.

Also, the main concern people have with hosting Sentry is the sheer number of containers required but most of them are just consumers for different Kafka queues which again is presumably this way because Sentry ops prefers it this way, whether it be for fine tuning the scaling of each one or whatever the reason.

What makes sense for a SaaS company rarely translates to sensible for self-hosting.