I started self-hosting my email server earlier this year. I use maddy[0] as my email server and route outgoing mail through MailPace[1] to avoid being memory-holed (despite having SPF and DKIM set up correctly).
My reason for self-hosting is control, not privacy: the fact that the cleartext of my outbound emails is visible in the MailPace UI is not a concern; the problem I'm solving is that email providers can delete your account.