Is there any product where self-hosting _isn't_ more difficult? That seems like a generic warning that could apply to pretty much any product in this space. It seems more like a warning to non-technical users who might not have the experience or know-how to successfully set up a server.
If it was simply an issue of just "more difficult", then it wouldn't be worth pointing out.
However, the words "significantly more challenging to manage" are straight from their documentation that I linked which I think makes it worth pointing out.
Whether or not it is too challenging is for each individual to decide for themselves.
It also gives an indication what the preferred method of deployment is (from authors' point of view). In this case I read it as a warning that it might stop being supported in the future.
