My start-ups have both been entirely self-funded so far. The first one was profitable (though not overwhelmingly so). The second one is raising a second round of capital, from wealthy friends and family, so you could still call it self-funded (or, at worst, angel funded). We don't intend to need another round of funding after that.
I don't see why self-funding should be surprising at all. It's very cheap to start an online start-up nowadays.