Why?

At the most you need to use an external service for delivery (usually because you have problems with MS) but you can still run your own server with no difficulties once you do that.

That said, DMARC is required by a lot of people now, so I do not think this particular issue is a problem.

I have been self hosting my my personal email (and for family). Few problems so far other than delivery to MS and I have recently moved a domain I use for work email over.

Oddly enough the MS problems come from hotmail, but not other services. If that is a problem, then pay a bit to have email delivered.