I run my own Mailserver on a vps with mailcow dockerized. Was a real pain to set up, even through it mostly works right now.
DNS stuff isn’t just some A or AAAA records, also txt stuff reverse DNS and much more. As the others said, that’s completely impossible with a regular ISP.
I’m on some dumb blacklist because my IP is obviously in the IP range of my hosting provider, and some lists generally block all vps ranges.
Now imagine the following: your bank wants to contact you and your primary mail is selfhosted, for some reason they block your IP (yes outgoing blocks, those idiots) and you don’t get some real important mail. Or your server is down for maintenance, certificate issues, so on.
The best solution is most probably letting a professional email holster take care of your domain, for email at least. Protonmail offers that but the problem I have with them is that they don’t allow a regular login through thunderbird, restricted to their own software.