My experience running my own comment system is eventually you'll get spammed in bulk. Then, if you didn't make some kind of management UI you'll have to create one or write scripts/queries to try to repair the damage.

This is one of many reasons first switched to wordpress before going static and using disqus. I switched to wordpress because I got tired of having to add features to my blog software (whatever the must have feature of the day was, RSS, Atom, Trackback, etc etc etc..) and because I got spammed and had only written the code for posting comments, not for managing. Wordpress's anti-spam Akismet, failed for me though. Too much spam came through adding to my workload. So I switched to disqus.

At the time, and maybe this is still true, disqus would put the comments in your wordpress database so if you ever decided to quit disqus you still had the comments.

Then eventually I got tired of the extra work of wordpress itself (having to update monthly) and went static + disqus.

I get the entire point is you probably don't like disqus because you're being tracked and/or want a different UX etc, and you should do whatever you want. There is enjoyment making your own systems. I wanted to blog to share things though and maintaining a comment system was time not writing posts.