The problem with this is SPF reject domains. Which means your legitimately forwarded email will simply disappear into the void. Hosting your domain at something like fastmail will not have this problem.
Hmm... I suppose, but I've never not received anything I was expecting. It's possible I've just not run into anything with SPF reject rules, or that Gmail is allowing them anyway.
I don't disagree it's better if fastmail (or whatever) can receive directly as it saves another MX server in the middle, but it's still doable without the end provider explicitly supporting it.
I have the same experience. I'm using a mail-forwarding service, so I can't host it with FastMail. FastMail is my third mail provider I'm forwarding to, and I'm not aware of any missed e-mail with any of them this far. Then again I guess I wouldn't be :)
