I know how that feels and I agree. Vendor lock-in is crazy. Too many people and businesses rely on a company, without giving a second thought about what would happen if that company suddenly changed its terms or stopped providing a service that they are using.
But running my own mail server...argh. I wouldn't want to do that ever again. My approach is, instead, using my own domain with a 3rd party mail provider. That way you are always in control of your e-mail address, and you can always switch to another provider anytime, if anything happens.
I’ve actually considered running my own mail server again now DKIM/DMARC is around.