It's not the initial setup. It's the maintenance over the years that really makes you question the universe, life and the decision to host your own mail. When you can't send that important mail because $big_provider is blocking you. When someone decides to run a persistent brute force attack from a botnet, eating up 100% of your CPU and you have no meaningful ways to block it. When you need to explain to people why they can't send you that 100 MB video attachment which they sent to other people just fine but only your address is bouncing and why don't you fix your email already. When you need to research, understand and implement standard X pushed by $big_provider because otherwise things will stop working and you have a ton of better things to do. When you get a random alert that email volume is too large and you panic because someone hacked your server and is probably sending spam but realize it was just triggered by a huge kernel patch series sent by someone on a mailing list. When a zero-day CVE for your mail software just hit the top of the HN and the fix is not in your distro yet and you scramble to find a workaround. When a bunch of weird log lines appear in your mail logs and you don't understand where they are coming from and they seem benign but can't lose the feeling that someone is trying something malicious. When you constantly fear that you'll lose that good IP and domain reputation and one day wake up with half of the internet blocking you.