Just so we're clear: I completely agree with that stance. My grandparent comment is quipping that the
option is rarely on the table.
We as an industry build our businesses on proprietary solutions that are difficult (nearing on impossible) or extremely expensive to self-host.
I love that there are options for SaaS; I strongly dislike being locked into SaaS -- and it feels like a lot of the companies I join are locked into some SaaS offering with no possible migration plan, despite dubious uptimes, awful support, rising prices and overall dissatisfaction with the product. (atlassian springs to mind immediately)
It's tech debt, of a certain type; and some tech debt is acceptable, especially in a startup.
Having an option such as Sentries to self-host is basically the best you're going to get... Gitlab is the same: Pay them to host, or host it yourself, the product is the same, the only "debt" incurred is the setup and migration, which is much lower than, say, Jira -> YouTrack.