This is an interesting set of options as it points towards a couple different things. One is the technical infrastructure needed to host the blog (and several comments here are discussing that).

Another key difference is discoverability of the blog/content. Something like LinkedIn leverages the platform so the post gets in front of people (however how that happens is outside your control). A self hosted website does not have any direct way to attract/retain the audience (you need a way to get inbound traffic, and then a way to get people to keep coming back). To me, this part seems like the more challenging bit relative to the tech stack and I'm curious what other perspectives folks have here.