You made a few points.
First is that nobody reaches out to get themselves whitelisted in advance. Lots of people do that and some ESPs even offer their own whitelist request forms.
Second is that none of the big ESPs look at third-party whitelists. AOL and Hotmail say they do.
Third is that even if the above is true, the impact on deliverability is minimal. I would guess you are right about that but I'd love to look at some data.
Intermediaries like SendGrid would be well within reason to be paying for such services. I don't think they have to signup their individual customers on the whitelists. They just say they are intermediaries and promise to vet their customers.
I think anyone sending low volumes of email is much better off using an intermediary. They get to use well-configured mail servers, IPs with good reputation, etc. Doing it yourself, IMHO, is not worth all the trouble compared to paying $20/month.