I have been using my own domain for email for over 10 years. I am grandfathered into the free version of Google Workspace and have also used Fastmail and ProtonMail.
One of my concerns is that, if I were unable to renew my domain (e.g., in case of death), someone else could register it and start receiving my emails. This is a serious issue because your email account is as good as a password due to most websites using it as a way to reset your password. Can you imagine if someone in the future got a hold of gmail.com?
Another concern is privacy. Using a unique domain name for email stands out, especially when it has your name. I am starting to use iCloud's Hide My Email to change my email address on accounts I have created over the years because of this. I can also change where the emails are forwarded whenever I want to.
Your domain name can be the weakest link to accessing your online accounts. Make sure to take extra steps to protect your information, such as enabling 2FA.
Domain names registered by the more conventional email hosts are not immune to these problems. We need to start assuming email addresses are only temporarily in use by the current user. Or should we implement regulations? I shudder at the thought.